I found Railway Empire to be very challenging in managing even small portions of North America, but apparently there are players that have simply outgrown the United States and need to expand into Mexico. To address that need, Kalypso Media has released a free DLC that gives current and future robber barons access to a whole new market.
It's rough country down there, running the gamut from dry deserts and mountains to wild untamed jungles. Not at all for the faint of heart.
Me? I think I will stay in California.