There is not passenger train service provided in Nogales Mexico. Only commercial freight carrier cars travel the rails here. Most of the train passenger routes are located near and around the capital at Mexico City.
Mexican Federal Highway 15D (Carretera Federal 15D) North
Be aware that you must have auto insurance that is valid in Mexico.
Generally speaking, U.S. / Canadian auto insurance will not cover you while driving inside of Mexico. If you are simply making a day trip along the border at Nogales, it might be much more of a hassle to bring your car across the border. Insurance issues, and very long waits to cross the border back to the US side (wait times are sometimes in excess of two hours) are usually pretty good deterrents to just park your car at a more secure location on the US side of the border (such as Ed's parking - which used to cost about $6 (US Dollars) during the daytime).
Americans may travel up to 12 miles (20 kilometers) inside Mexico without a tourist permit/vehicle permit. Beyond that distance, or if you intend to stay more than 72 hours in Mexico, a permit is required. Vehicle permits are available at the 21 km mark in the immigration and customs office. Passport, drivers license, and proof of Mexican insurance are required for processing an application for a permit. Permits costs 170 pesos and must be paid to one of the banks listed on the application form.
Rental cars from the US must have documentation granting authorization to the driver on the rental agreement to bring them across the border into Mexico; otherwise, you may be suspected of stealing the car.
Driving around the city is a real hassle. Expect bumper-to-bumper traffic inside the city, and moderately congested traffic along Highway 15 south. Watch out for jaywalkers at all times when you're driving along the border.
Shuttle buses run from both sides of the border daily. Be aware that US customs will stop and search these shuttle buses for drugs and people attempting to cross the border without paperwork, so expect delays - and questioning by US police if drugs are found in an unclaimed suitcase found aboard.
Buses are pretty much the main mode of public transportation within Mexico. There's several busing companies throughout Mexico. Two of the main carriers are Tufesa Auto and Estrella Blanca . For Executive lines see TAP.
Most people simply park their cars in Nogales AZ, and walk across the border into Mexico. Typically, you won't even notice any border police on the Mexican side of the border so entrance into the city is fairly easy. Keep in mind things may change with recent headlines of gun battles at the border, so be vigilant and aware of your surroundings, but don't be paranoid about visiting the city.
If you are walking across the border from the United States into Mexico, do not forget your passport, US Passport Card, and/or your alien registration card (commonly called the "green card"). You are required to have such documentation to cross into the US side of the border. A driver's license is acceptable documentation for US Border police - only if it is issued from a US state that participates in the Enhanced Drivers License program (at the time of writing this entry only drivers licenses issued from: Michigan, Vermont, Washington state, and New York are acceptable). Lack of such items will prolong your ability to cross the border, as you'll be subjected to questioning demanding proof of US citizenship or legal residence status.
When coming back to the states on foot, consider the time of your return. The lines can be very, very long at peak hours! On a recent Saturday, the wait to return was 3 hours. Early mornings and late nights are best.
Those walking across the border into Nogales with either infants in a stroller, or those who utilize a wheelchair for transportation will find out quickly that the walkways in Nogales are not very accommodating. To enter into Nogales from the US border crossing (if you are using a baby stroller / wheelchair), you'll have to walk against the traffic of people entering from Mexico (don't worry, the US border police do this all of the time, and you won't have any problems at all entering Mexico this way - there's a entrance into Mexico for such visitors). If you don't you have to pass through a turn-style walkway which will be impossible to pass through with a stroller or a wheelchair.
Although many people (usually police and merchants) do speak some English, you'd be wise to learn some basic Spanish phrases before visiting into Nogales. You'll definitely garner more respect, and you'll be rewarded with better prices when shopping - than the stereotypical Gringo.
Keep in mind that for those who've never been to Mexico and are looking at prices, keep in mind that all prices are listed in Pesos which has the same monetary symbol as the US Dollar "$". You'll definitely get some laughs at your expense if you make the mistake.
Pure vanilla extract. Seriously, Mexican vanilla extract is very good.
Dental work and medical treatment is considerably much less than it is in the US side of the border (about 60% less).
Be very cautious when buying "real" Indian jewelry and rugs at the Curios stores. Fakes are plentiful. Buy only if you think you've negotiated a very cheap price, and don't mind taking a risk that it's most likely a fake.
Walk to Alvaro Obregon (near Campillo) to do your shopping for Mexican items.
Mexican Coca-Cola is a nice treat to pick up to bring back to the USA, as it's made with sugar cane rather than corn syrup than typical US Coca-Cola.
Haggling is nearly expected for all purchases in the market, so don't be afraid to make an offer. Just make sure you've looked around and asked for prices before you blindly make a first bid: folks know when someone's looking to buy something as the word spreads quickly.
Haggling over prices is quite common for nearly all commerce; however, haggling is never done in a restaurant/bar or a supermarket (where prices are fixed). In doing so, you will make yourself look very silly, and you'll be told quickly that the listed prices are not negotiable.
Nearly most merchants will speak some English (but you'd be smart to learn a little Spanish so you don't get pegged as a stereotypical Gringo / Gringa), and prefer US Dollars (paper currency, not coins) over Mexican pesos, so it shouldn't be too hard to engage in commerce if you don't speak much Spanish. Also, be smart and carry enough cash for your purchases for the day, as credit cards are not as widely accepted as they are in the US.
Be aware, that you don't want to give a very large US denomination bill for a fairly cheap item (like a $10 or $20 bill for a $5 item) as a less scrupulous merchant may attempt to walk away with your money to "get change", and you'll have to chase the person down to get your money back.
La Roca - Can't miss it, as it's right on top of the hill at the borderline (but if the train's blocking the entrance, it's a long walk to get to La Roca). Family owned restaurant featuring Sonoran cuisine. Expect prices to be in the $20 range, but don't try to negotiate with the owner or waiter to get a lower price - haggling typically is conducted nearly everywhere else where commerce is conducted, except in restaurants.
Not more than half a mile from the border you will find one of the best kept secrets in Nogales, Sonora, Mexico. El Regis Bar located at the Regis Hotel is an iconic Nogales, Sonora drinking establishment. It is full of history any waiter will gladly explain to you the origins of the actual bar. There is also a VIP room in the back which is reserved exclusively for bullfighters, but any waiter will gladly let you in if you ask nice enough. Be sure to try the Indio beer, which is delicious.
Hotel Plaza Nogales - Alvaro Obregon Num 4190 | Carr Internacional Km 6 5, Nogales 84092, Mexico - Looks OK on the outside, but it's been been completely mismanaged, as the quality of the rooms are what you would expect to see in hotel that's in an old part of a city (not awful where you can't stay the night, but such as neglected routine preventative maintenance that's annoying for guests - like a leaky faucet or toilet). The hotel is about eight miles south of the US border near Mexican Federal Highway 15 south. Room rates are about $50 USD for a king bed. There's not an Internet or telephone reservation number (that I was aware of), and usually you won't have a problem just walking up and renting upon visiting. Staff does speak English for those who cannot speak Spanish very well.
Hotel Fray Marcos de Niza - Campillo 91 | Nogales, Sonora, Mexico | www.hotelfraymarcosdeniza.com - One of the highest buildings in Nogales, built in 1950, is the Hotel Marcos de Niza. To the best of my knowledge, it is still run by the family who built is, la Familia Irastorza. It is one of the few full service hotels in Nogales, offering restaurant, bar, and room service. It's location is right on the corner of the two main streets in the old downtown (Campillo and Obregon), making it's location ideal for US citizens who want to partake of the tourist, nightlife or medical/dental services available in Nogales. The rooms do have many common amenities such as wireless internet, in room coffee, and most welcome in Nogales - air conditioning. Windows are single pane and most face one of the two major streets, so noise could be an issue for light sleepers. Don't expect a bargain price - pricing is similar to US pricing, but if you want US type quality, you should consider this fine, well located hotel.
The US State Department has issued travel alerts  for most of the border cities along the U.S. / Mexican border.
If you are traveling by car into Mexico, it is best to avoid driving alone on Mexican Federal Highway 15D (between Nogales and Hermosillo), or at least be extremely vigilant and aware of your surroundings on this route, due to the very violent drug wars between the cartels and the Mexican military. Night-time driving along this route is not considered safe, and should be avoided if at all possible.
The area is prone to flash-flooding during the monsoon season, so keep the weather in mind during your visit.
Do not advertise wealth, and don't flash cash or credit cards. Remember you are visiting a city that has a significantly high population that is very poor, and you do not want to draw the attention of beggars looking for a handout or thieves looking for an easy mark.
Never bring firearms, live or spent ammunition, or any contraband weapon (even something as innocent as a Swiss Army knife) across the border into Mexico. In doing so, it will land you into jail very quickly without any sympathy from the Mexican authorities.
Walking around the city of Nogales at night, especially alone, is extremely foolish. Use common sense and use the same level of precautions you would normally use in other large metropolitan cities to avoid being a victim of crime.
Be cautious when buying prescription medicine in Mexico and attempting to import it into the U.S. Typically you do need a valid prescription to purchase medicine in Mexico. Be sure you have a valid prescription from both a Mexican doctor (to purchase the medicine) and a US doctor (to import into the USA). Always check ahead with U.S. Customs if you're attempting to import any controlled substances, or "unapproved" drugs as defined by the US government.  Attempting to bring prescription drugs into the U.S. without such documentation may get you arrested by U.S. Customs officers, or at the very least, have your medicine confiscated.
Never attempt to purchase narcotics such as Valium, Vicodin, or Morphine from a Mexican physician without a legal U.S. and Mexican prescription, in doing so, you will get (and in some cases the vendor who sold the drugs as well) locked up in a Mexican prison for up to 15 years for possession or sale of a controlled substance. If someone is luring you to make such a purchase, don't do it. Always assume it is a setup either by undercover police or an unscrupulous pharmacist working with a corrupt police officer to extort money from you.
Drink only bottled water and avoid ice cubes, or bring your own bottled water from the US side of the border if you're worried about getting "Montezuma's Revenge" (traveler's diarrhea). Take standard precautions to minimize the risk of becoming infected by not consuming food or drink from food stalls on the streets.