There are several reports listed here, including this recent one:

Watch this video of an ongoing investigation done by the news team from KGRV TV serving Harlingen-Weslaco-McAllen -Brownsville, Texas. (Video will open in your media player - it's a news segment.) It is part of an ongoing series highlighting the culmination of months of investigative research into the flow of terrorists over our borders. Fred Burton, a counter-terrorism expert of Stratfor, was interviewed on camera. He stated that now is the perfect time for terrorists to sneak across the border. Escalating violence and an unprecedented flood of illegals is distracting law enforcement and stretching it thin. Zapata County sheriff, Frederigo Gonzales Jr. says that as for WMDs, it is not a matter of "if", but "when".

There are a few quibbles with some of the points in the rest of the post; for instance, not all Arabs are Muslims and not all Muslims are Arabs. And, some of the, for instance, Iraqis caught at the border turn out to be Christians.