Wouldn't surprise me if they did. They get access to military grade weapons and plus 17,000 Mexican Army deserters just last year who went over to the cartels as well.
Drug cartels buy most of their weapons legally in the US and then smuggle them across the border. I think you can even buy assault rifles legally in some states. Obviously they got the explosives through some other means though.
Sorry I wasn't clearer. I knew they got some from the U.S., such as the civilian M16 equivalent. I was thinking about the grenades, the .50 cals, and the tank rockets.
(If I could buy a .50 military grade sniper rifle legally, oh boy.)