First, here is a National Geographic article about the history of Cinco de Mayo. I thought that it was pretty cool.
Second, here is one of my favorite Afro-Cuban songs. No, it is not Mexican, but it does take place in Mexico City. I actually recognize some of the places in the video.
Oh, by the way, it is NSFW. Fun, but not something that you should watch around people who do not like rampant sensuality.