The shots fired thing is unusual, and a Bad Thing, but soldiers from Mexico crossing a short distance over the line, as well as customs and border officers from Mexico crossing a short distance is fairly common and sometimes very accidental, especially out in open unmarked areas of the border. There are still many miles of area where it is very difficult to tell exactly where the line is.
I know also for a fact there have been times when US Border agents and customs agents have inadvertently, (and sometimes on purpose for grins) crossed into Mexico as well. This is not something that is looked upon lightly by management people in those agencies, but it does, and has, happened.
The remote areas of the southern border are a very different area compared to many parts of the country and are, in some ways, still the wild west. I would be willing to wager very serious money that a lot of things happen along the border, away from towns and the ports of entry (POE's) that people never hear about. Lots of them quite crazy.