Remember facts are subject to interpretation. So if a character in your song thinks Mexico is an American state, thats what he thinks.
he's wrong, but thats what he thinks. And he is the one you are writing about.

I think if you are trying to write about something that really happened, then it's important to get the facts, then again, if somebody gets ticked off by your lack of knowledge, thats good publicity...damn somebody's listening, what do I care!