Newt missed a golden opportunity when Mitt said his Dad was from Mexico
http://www.huffingtonpost.com/2012/01/08/mitt-romney-mexican_n_1192694.html
Of course, Romney never considered himself Mexican. He has said little about this part of his life. His family moved to that country fleeing American laws against polygamy, then considered a crucial pillar of his church.
The Romneys are Mexican since Miles Park Romney crossed the border in 1884, rejecting the Edmund Act that in 1882 declared polygamy a felony. In 1890, the Mormon Church (LDS) disavowed plural marriage. According to an AP story, Miles married his fifth wife seven years later. His own father had 12 wives.
In 1912, Mitt grandfather's Gaskell Romney returned to the U.S. fleeing the Mexican Revolution. (No mention of immigration papers here). The Romney family's genealogy page states he lost all his "home and possessions" there. But the family later sued the Mexican government and was awarded damages in 1938. This seed money "put the family on a solid financial footing." The fact that his father was then a sort of Mexican immigrant didn't prevent George from becoming CEO of American Motors and the governor of Michigan.
His family did not just "happen" to be there when George was born.