Obtaining a permanent or temporary residency

If your American you must do your filing in the USA at a local embassy. This can take a few months to get the appointment and interview. Prior to the appointment you send to them all the documentation that they require. All of this is on a Mexican website. Then if you get the approval from the local consulate, they will give you a stamp in your USA passport. Then you have 6 months to enter into Mexico. Once you enter Mexico your first time using your stamp in your usa passport, you have 30 days to get your residency card from INM.

If your Canadian or another nationality, I can not help you.

You CAN NOT start the process in Mexico.