Where do the illegal Mexicans go when they come into the United States?

The reason California bears the brunt of most of them is that they can get jobs, apartments and a slew of benefits in this state. In fact in L.A. County it's illegal to ask someone's immigration status when they apply to rent an apartment. When you work for cash under the table and don't have taxes taken out you usually take home more pay than someone working a low wage job on the books. 

There are millions waiting to hire them. Many have relatives in U.S. 

No one can LEGALLY hire them. The illegal alien simply needs to find another criminal to join in their crimes, and commit tax fraud and violate employment law with them, hire them and pay them in cash to hide their crimes..

Actually it is against the law to hire them, but this law is rarely enforced, or obeyed

Unsure where you are getting your information.. but yes .. companies DO hire them.  Rent money.. LOL.. they pay no rent.  They get free room and board, free health care, free child care, free food  And where do they go???  They go anywhere they want to go. US buys them a bus ticket.

Now, anywhere they want to go, literally. They pick a destination and the government now pays for their bus fare, believe it or not. No one can hire them legally, but that doesn't stop some employers from doing so, off the books for less than a legal employee.

Most of them dont come in illegally. They come in through legal means on a visa, and then overstay that visa. By the time the visa expires, they have a job and a place to stay and everything they need. Then they rely on people accepting past references instead of doing a thorough background check, which is usually what happens.