"Mexican walking fish" always makes me crazy too.
To answer the OP's question, I think it is a "Water dog", which is actually a larval tiger salamander.
It is a bit hard to tell from that picture, but judging by these thing makes me think its a tiger salamander larva.
1. Head shape, it looks too flat, and really nothing like an axolotls head.
2. Toes, axolotls have long toes, tiger salamanders toes aren't so long.
3. Color, it has spots only on its tail, and its color is right for a tiger sal larva. Though it could be like that with axolotls, the added first two is enough to convince me that it is a tiger sal larva.
Whats the difference? The difference is that axolotls and "water dogs" are different species. Axolotls are only in one lake in Mexico, well, they may be extinct now though, in the wild.
"Water dogs" are actually larval tiger salamanders ( Ambystoma Tigrinum ) which are widespread throughout the U.S.. There are many subspecies of tiger salamanders within the U.S. as well.
Larval tiger salamanders will either metamorphose into terrestrial adults or stay aquatic and become reproductively mature. This is called neoteny or pedogenesis. So the difference is that they are difference species and tiger salamanders could metamorphose, but axolotls rarely do.
Hope this helps! -Seth