So, the problem with answering this question is that any answer will have to contend with the uncertainty of two great factors:
We have arquelogical, but not documented evidence of Mexican trade routes extending far to the north and south of the continent, and there is ample arqueological evidence to note trade coming to and from central Mexico to what is now modern US and South America and even some for the Caribbean. This coupled with the existence of an entire group of guilds (or ethnic group, its kind of unclear) of traders that were directly under the protection and promotion of the Mexica, the so called Pochtecans. Its obvious their trade extended through a huge swat of the continent but specific evidence of their range and the direct knowledge they would have carried back is difficutl due to the second point.
Most of the codumental sources were destroyed during the conquest, the spaniards began a systematic destruction of all houses of knowledge, and from the detailed accounts that they did of that destruction it is obvious most of the mayor capitals in the region had at least one major place were registries, codexes and information were stored, the body of knowledge that was lost was huge. We do however have some native sources written after the conquest to rely on and can therefore extrapolate from that.
So with that out of the way, lets just specify one last thing, Mexico is big, as in really big, and its a very mountanous place, if your were to extend its entire mountain body it would have the size of South East Asia in its extension, even during the 20th century many places in Mexico remained isolated and travel by land (as there isnt a comfortable Mediterranean inland sea to expedite travel) could take months.
Even the continental distances are no laughing matter, the distance between Tenochtitlan and Cuzco is comparable to the distance between Beijing and Moscow, and the distance between Tenochtitlan and the Puebloan cultures in the north is comparable to that between Moscow and Berlin (plus there are a few deserts in betwee), it might seem like a small trip but it really isnt. So, what sources do we have to call on? Some native sources like the Mexicayotl, written by Alvarado Tezozomoc (supposedely a mexican noble that had been there during the time of the conquest) make note of different cultures to the north of the country with which the Mexica often either warred, traded, or engaged diplomatically, the Tarascan Empire is mentioned but Chichimec groups farther north like those in the Guamar Confederacy are also mentioned.
During the fall of Tenochtitlan many mexican groups moved, seemingly without much trouble to kingdoms up north like Xalisco and Colima (no extra points for guessing were those were located) and during the subsequent wars against the Mayan kingdoms in the south Mexican and nahuatl soldiers formed the backbone of the "reserves" the spaniards (many times under threat of violence against their families back home) used against these groups, seemingly serving as guides and interpreters even this far south and engaging with many mayan and even other nahuatl-speaking nations, such as the Cuzcatlan Empire located in modern day El Salvador.
Now, since we have established solid and existing evidence, at this point we can also engage in my favorite type of speculation: wild speculation. Linguistically, the name the Mexica gave to the continent was Anahuac. To take the words of Robelo, Cecilio AgustÃn in his "Dictionary of Nahua Mythology":
When the Mexica increased their power for extending their dominion to both oceans they made the name Anahuac common in the territory that composed the Mexican Empire. But before they distinguished 3 Anahuacs, the first one was the land of the Toltecs around the lakes, the second one was Anahuac-Ayotlan, name given to the section in the pacific between Guatemala and Tutotepec, the third one was Anahuac-Xicallanco, that determined the land that many tribes established themselves after emigrating from the central plateau in the Atlantic
The last one is the most interesting, Nahuatl, like many languages found in Asia, is a polysynthethic language, meaning that you can incorporate sections into other words into another one, so for example: "Mexica", is composed of 2 section: "Mexhi" which is the historical/mythical founder of the group also known as Huitzilopochtli, and "ca" which denotes a people, the "Mexica" are thus literally: "The people of Mexhi".
Similarly we have "Nicaragua", taken from Nahuatl (as the place was inhabited by their namesake, the Nicaraos a nahuatl-speaking culture), the name is a transliteration of "Nic-Anahuac", meaning the "end of the Anahuac", this inherent prencese in the language itself could mean that modern day Nicaragua was indeed the last place in the known "world" to which a Mexica would've have certain knowledge of.
Finally, and these are the wildest of all these wild speculations, the mesoamerican god, Tlaloc, who is present in many cultures in the region throughout the centuries including the Mayans and Mexica is often associated with 2 very important things: Trade and the South. We know that there was a constant, though indirect, practice of trade and contact between the Mayan city states and the mayor regions in South America, perticularly Ecuador were a lot of metalurgic techniques probably originated (perhaps the Wari and Tiwanaku empires, as well as Tawantizuyu itself), given this cultural association that existed throughout Mesoamerica of the south being were commerce and richess resided its possible that the Mexicans were, at least tangentially aware of some kind of polity to their continental south. This would've been of course an awareness such as the one medieval europeans had of distant China, but it is within the realm of possibility given the evidence.
As well as some tangential evidence of knowledge by North American tribes (especially those related to Uto-Aztec linguistic families) in the Atlantic coast, making vague references to "cities of gold" and the "ancient ones" to the south of their regions, maybe sort of pointing out to the Mexican Empire in their references, nothing solid to point at but still interesting given the amount of trade that existed and the close relation between commercial enterprises and the ruling elites of the Mexica.
