Migration flow between Mexico and the United States is historically the largest South-North international population movement in the world. Nowadays, Mexicans in the United States are more than 12 million people and represent about a third of all Hispanics living in this country. Not only Mexicans are a voluminous group, but also a large minority with strong ties with their communities of origin, important amounts of remittances, and more recently, high rates of return migration. Their transnational behaviors and the changes in their situation in the United States posit several research questions in the area of migrant incorporation. In this dissertation, I explore three salient topics in the new agenda of the migrant incorporation research. I use diverse data sources from Mexico and the United Sates, and a comprehensive set of analytic strategies that include qualitative and quantitative methods. Frist, I pay attention to the consequences of migration enforcement laws and economic crisis on the labor market incorporation of Mexican return migrants in the decade of the 2000s. Specially, I focus on the extent to which these migrants have been absorbed into the precarious areas of the informal economy. Second, I analyze the mental health of Mexican immigrants in Durham, NC, in comparison to their Mexican counterparts in their places of origin. I look at the changes in the associations of depression feelings with protective and risk factors upon migration. Then, I analyze the role of migration-related characteristics, such as legal status, family separation and English proficiency, among others. With this analysis, I seek to understand how different theories explain the mental health disadvantage of immigrants. Finally, I describe the gendered links between transnational family dynamics and support modes to the elderly. Overall, from these three chapters I conclude that migrants in both, sending and receiving societies, are currently facing strong challenges to incorporate upon their movement. Financial constraints, precarious labor conditions, family separation, and depression feelings are some of the many situations impeding migrants to experience smooth migration transitions and difficult their subsequent social incorporation.