Yeah, I think we all felt the same thing, the moment you crossed into mexico... It's like that point in the game, you've adjusted to the controls and everything, have a feel for the world you live in, and you feel like your characters journey has just begun.
Seriously, the moment I first walked into that Mexican town, I was like, hunched forward, so into the game... The game has suddenly just rocketed forward in my mind, it's gone from being a cool, fun game, to just being something that satisfies so many subconcious fantasies! It's like, wearing my poncho, with my white stallion (named Blondie) and hanging around with the very Deadwood's Wild Bill Hickock-like Landon Ricketts (which is a good thing), all my spaghetti western fantasies have come true!
It suddenly catapaulted from being an awesome game, into a whole new world I can dip in and out of to live out fantasies... This is what games were made for!