They walked through the cold night for hours with just a flashlight, led by a trained guide, or coyote, as they are known, through the thick woods.
They tried to escape the "migra," slang for border patrol, to make it to their dreamland.
"Somebody tried to cross the line?" a migra officer asked while browsing through the bush. "If you hear me, please show up or surrender. Please return to Mexico or come here; we can take you back."
Despite the patrol, the loud sirens and the gunshots, what took place that night in the woods of Parque Eco Alberto, in the Hidalgo State of Mexico, was just a game, a theme attraction called "Caminata Nocturna," or the "Night Hike."
The event was organized by members of the indigenous Notomi tribe to show people what it's like to cross the Rio Grande illegally.
While the group of young people that ABC News followed that night was hiding in the bush, half a dozen fake border patrol officers stormed in on four illegal immigrants, who were played by actors.
The migra grabbed them violently, pushed them to the ground and handcuffed them.
They snatched the immigrants, checked their wallets and began to quiz them, right on the ground.
"How did you get here?" one officer asked.
"We got lost, we got lost," the immigrant grunted.
The four men were then hauled onto the platform of a pickup truck and "deported."
The Caminata is not exactly what most people would want for a weekend out in Mexico; temperatures were in the low 40s in Parque Eco Alberto that night, the ride takes four hours and the path is slippery. Still, about 40 young people that night paid around $10 for the hike.
Asked whether she was afraid, participant Eriana Moreno Gonzales said, "a little bit. I am afraid that I may fall or hurt myself."
Then, to escape the migra, the group hid inside a dark narrow tunnel.
"Don't listen to those coyotes," a migra officer said through a bullhorn. "Those people don't care about you, they only care about your money."
The participants had to wait, curled up inside the tunnel, while sirens were wailing nearby and, as soon as the coyote gave them the signal, they rushed outside.
Training Camp for Illegal Immigrants?
Critics of the game say this is really a training camp for illegal immigrants, but one of the coyotes that night said it's the exact opposite.
Asked what his message was to the participants that night, he said: "That they should not do it for real. It shows them how dangerous it is."
Some of the Caminata coyotes have actually crossed the Mexican-U.S. border without documents in the past.
"I walked for two days and two nights," Jose Reyes Quiterrio said. "It is so difficult when you run out of water and food and you don't even know where you are going to. Here, at least, people have a guide who know where they are going."
Asked whether he thought it was weird to replicate the border crossing experience in a fun way, Reyes Quiterrio said, "No, because it helps people realize what happens in real life. For us, this is entertainment but also a way to create jobs so that one of our young people should not have to emigrate anymore."
Most participants that night actually had relatives who immigrated to the United States but they told ABC News they believed their futures lie in Mexico.
"If I keep studying," Ortiz Hernandez Jorge said, "hopefully, I will get a good job and I will be able to help my family."
When the group finally reached a river that symbolized the Rio Grande, they formed a circle and sang the Mexican national anthem.
Their voices echoed around the canyon surrounding the river; the cliffs had been lit up with torches for the occasion.
Participant Gonzales made it through without hurting herself, and said the experience had taught her not to try and cross the border for real.
"This is not just a game," she said, "because everyday this happens for real to people at the border."
Gallagher Fenwick contributed to this story.