My experience is limited but for what it's worth, don't cross in a rental vehicle. The last time I went I was briefly detained by the US guys and questioned by a couple of serious harda$$es. They tore through my truck, which had a bunch of rods and fishing gear and a duffle bag with clothes. They didn't believe me that I was going fishing. They pressed me hard about where I was going, which spots, which bait, what species, what gear. Sheeesh. I almost had to cough up a zipperlip but got out of it after a good half hour of hassle.

I think it was because I was in a rental truck, so my advice would be to not go by in a rental.
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"Laugh if you want to, it really is kinda funny, cuz the world is a car and you're the crash test dummy"
All Hail, The Devil Makes Three