Mexico City had embassies from all parts involved in the Cold War. USA, USSR, Western Germany, Eastern Germany, Cuba, North Korea, South Korea...you name it. A somewhat common idea is that Mexico City was a hotspot for spies during the Cold War. Is there any truth to this claim?
There is definetely truth to it that the KGB in particular used to meet its agents, particularly Americans, in Mexico. By meeting agents in Mexico, they could evade FBI surveillance that was particularly tight. We also know from the memoirs of Konstantin Leonov, a KGB Spanish languages expert, that the KGB first established contacts with Fidel Castro's brother in Mexico while they were in exile planning to launch an insurrection in Cuba.
Lee Harvey Oswald, the assassin of John F. Kennedy, also once walked into the Soviet diplomatic representation in Mexico to volunteer for the KGB. The KGB turned him down, believing he was a fake sent by the FBI. To their own relief it turned out, for Oswald murdered the US president several years later and the KGB was worried they would get the blame.
Much of this can be found in Christopher Andrews & Vasili Mitrokhin "The World was Going Our Way" about KGB operations in the Third World. I can also recommend The Sword and Shield by the same authors, a general history of the KGB, and Oleg Kalugin's memoirs. Kalugin served at the New York and Washington KGB stations during the Cold War.