Mexico

Mexico is a country in North America. It is located immediately south of the USA.

History
Patty and Selma showed slides to their family from their trip to Mexico.

Krusty the Clown considered Tijuana to be the happiest place on Earth. When the kids of Springfield had a terrible time at, Krusty took them to Tijuana to make it up to them.

Mexico's soccer team played against Portugal's in a match held in Springfield.

Sideshow Bob (disguised as Walt Warren) kidnapped Bart and took him to Five Corners, with Walt and the Simpson family in pursuit. Along the way, Bob left a false trail indicating that he was headed for Mexico. Walt saw through the deception and continued to Five Corners, but the Simpsons followed the false lead and went to Mexico, where Homer managed to get into an argument with a cook over the question of "How do you say 'taco' in Mexican?"

When the Maude doppelgänger is about to be arrested for theft, Moe arrives and she gets in his car, on the run to Mexico.

Non-canon
Mexico was also one of the countries featured in Around the World in 80 Bites, which is a level of The Simpsons Game.

Behind the Laughter
Mexico is the country where The Simpsons is dubbed to.