How do you buy a car in Mexico and bring it into the United States?

Not easy. I don't really know, as I haven't done it, but this is what I've heard. A lot of work is required to make a car comply with US safety and environmental standards. Depends on the car. The requirements are so stiff that it's really not worth the effort, and I suspect automakers like it that way.

Strengthen the B-pillar is one I've heard is a must. I don't know but possible changes I can think of would be more robust bumpers, more reinforcement around the passenger compartment, adding airbags, signal lights, upgrading the exhaust system, tuning the engine to lower emissions, adding pollution control measures such as an EGR valve.

This is one reason why small European cars seldom make it to the US. By the time the manufacturer is done adding reinforcements so the car will pass US safety tests, then upping the size of the engine so it can haul all that extra weight around, a 50 mpg car has been turned into a 30 mpg car.