First performance: October 19, 1971, at Northrop Auditorium, University of Minnesota, Minneapolis, Minnesota. "Mexicali Blues" appeared in the first set, following "Brown- Eyed Women" and preceding the first ever "Comes a Time." Other firsts in the show, which was Keith Godchaux's first, were "Tennessee Jed," "Jack Straw," "One More Saturday Night," and "Ramble On Rose." "Mexicali Blues" made it into the permanent repertoire, often performed in quick succession following either "Mama Tried" or "Me and My Uncle."
"The city of Mexicali, at the northern extremity of Baja California State [Mexico], is adjacent to Calexico, California. It is a duty-free port, with customs offices open 24 hours. ... The city is accissible by Highway, railroad, and air from the southwestern United States... The population is currently  about 348,500."
The city is the county seat of Kern County.
The Grateful Dead played there once, on January 14, 1978, but did not include "Mexicali Blues" in their show. They did play it the night before, a Friday the 13th show in Santa Barbara, as well as the night after, in Fresno. Go figure.