The Lower Rio Grande Valley is heavily influenced by Mexico. A current joke is: “The Lower Rio Grande Valley is a great place to live. It’s so close to the United States.”
 
The joke appears on the notes to the book Batos, Bolillos, Pochos, and Pelados: Class and Culture on the South Texas Border” (1999) by Chad Richardson. The origin of the saying is unknown, but it appears to be common and simple enough to have been spread orally for many years.
 
Mexico’s Porfirio Diaz is credited with a similar phrase: “Poor Mexico! So far from God and so close to the United States!” Another similar phrase is: “Poor New Mexico! So far from Heaven and so close to Texas!”
   
     
Wikipedia: Porfirio Diaz
José de la Cruz Porfirio Díaz Mori (15 September 1830 – 2 July 1915) was a Mexican-American War volunteer, French Intervention hero, and President of Mexico. He ruled from 1876 to 1880 and from 1884 to 1911.
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Quotations
Díaz is usually credited with the saying, “¡Pobre México! ¡Tan lejos de Dios y tan cerca de los Estados Unidos!” (Poor Mexico, so far from God and so close to the United States!)
   
University of Texas Press
Batos, Bolillos, Pochos, and Pelados
Class and Culture on the South Texas Border (1999)
By Chad Richardson
“The Valley of South Texas,” a recent joke goes, “is a great place to live. It’s so close to the United States.” Culturally, this borderland region is both Mexican and Anglo-American, and its people span the full spectrum, from a minority who wish to remain insulated within strictly Anglo or Mexican communities and traditions to a majority who daily negotiate both worlds.
     
Tierra Grande (April 2002)
Brownsville: Positioned for Success
By Harold D. Hunt
“I love the Rio Grande Valley because it’s so close to the United States,” Brownsville area real estate developer Bill Hudson says. That tongue-in-cheek quote fairly accurately describes how Brownsville residents view their region of Texas. The City of Brownsville is an essential element of the Rio Grande Valley, a cultural transition zone where Spanish is spoken as often as English and historical links with Mexico remain strong. 
 
Google Books
Revolution in Texas:
How a Forgotten Rebellion and Its Bloody Suppression Turned Mexicans into Americans
by Benjamin Heber Johnson
New Haven, CT: Yale University Press
2005
Pg. 210:
“The Valley is a great place to live,” runs a similar joke in current circulation, “it’s so close to the United States.”