There is absolutely no way to get a Fiance visa in the US if the immigrant is illegal. To get the visa, you must submit valid documents to the U.S. Immigration services...how could you possibly think you could get a valid visa for someone in the country illegally. Well, you can with forged documents, but you are taking waaaaaay too many chances.

The Mexican citizen should make the application in Mexico...it doesn't take too long, maybe a year. If you don't do this right, you will be disappointed later either by way of rejection of the application or deportation upon the discovery of having made an application using fraudulent documents. If the latter, the Mexican citizen will NEVER be allowed to reapply again. The American citizen may be barred from reapplying, for any other visa, for five years.