Every county in Arizona has a Sheriff, but their law enforcement agencies are referred to as sheriff's "office" not sheriff's department.
Arizona has four counties which border Mexico, however, there is no Medio County. The county most closely resembling the fictional Medio County would be Cochise County, which has a number of ranches where owners regularly deal with illegal border crossings.
Creative geography is a widely used cinematic device.
Creative geography is a widely used cinematic device.