From this:

[Julie L. Myers, the assistant secretary of homeland security in charge of the U.S. Immigration and Customs Enforcement agency, or ICE] on Wednesday released a report that showed Houston has fallen short in a nationwide crackdown on violent, predominantly Latino street gangs that draw strength from undocumented immigrants.

Houston, the nation's fourth-largest city, accounted for just 71 of the 1,759 arrests in the roundup in 53 cities over the past four months...

Myers said the reluctance of police departments in cities such as Houston and Phoenix to fully cooperate had forced federal immigration authorities to negotiate narrow, targeted enforcement efforts.

[Myers said] "We have had certain instances where the cooperation has not been as full as we'd like... It's definitely a problem for us if local law enforcement are encouraged not to cooperate with ICE or not to work with ICE even when we're talking about known gang members who may have committed very, very serious crimes..."

Somewhat surprisingly, someone from ICE's Houston office defends that city's efforts. Myers was also unable or unwilling to discuss specific instances of those cities blocking enforcement.

However, considering that the mayor of Phoenix is a corrupt illegal immigration supporter (Phil Gordon), I'm sure they've put up as many roadblocks as they can get away with. Also see "'Sanctuary' practice in Houston draws fire" from 2004.