Is there a difference between going to Canada or Mexico to obtain a Third Country Visa?
Yes. To obtain a Third Country Visa from a U.S. Consulate located in Canada, you may be required to obtain a Canadian visa to enter Canada. However, you don’t need to apply for a Mexican visa to enter Mexico if you travel within thirty (30) miles from the U.S. border since there are U.S. Consulates located within thirty (30) miles of the U.S. border. Currently, an entry permit is required to enter Mexico, but that is easier to obtain than a visa.