Hi Tim! Well here the store owners aren't really aficionados of the animals they sell, not even the big stores, it's a shame, I would dare to say they go out and fish them in ponds around Hidalgo and Michoacán, both states very close to Mexico City, while in the whole country the laws against the commerce of A. Mexicanum are pretty strict (you can't get them at any store) you might still get them through universities here in the City with their proper papers, and they're not caught in the wild, all three of my A. Mexicanum came from the biology campus of UNAM, and I have papers for the three of them, they're legal and pretty.
Unfortunately the protection status of axolotls, makes other species more vulnerable, which are andersoni and velasci, it's really really common to see them in markets all around, being sold as simply "salamanders" being sold in very horrible conditions, our ambystoma was saved from a store where they kept it on a simple tank without anything else.
You could look into these websites from Mexico, but they're in spanish :S
http://www.semarnat.gob.mx/Pages/inicio.aspx
It's great that sites like this one exists, but I think its a shame it holds very few mexicans interested in their own ultra cool animals.