The four largest sources of undocumented immigrants to the US are, in order, Mexico, Guatemala, Honduras, and El Salvador. Mexico has a sharply capitalist-leaning mixed economy like the US, with perhaps slightly more democratic socialist elements, primarily in the realm of government-owned industries (like Pemex). Guatemala and El Salvador are, if anything, less socialistic than the US.

That leaves Honduras, which recently underwent a change from the long-ruling conservative party to the left-leaning Liberty and Refoundation (Libre) party. That government has been attempting to introduce reforms which could fairly be described as democratic socialism, but the pace of change has been very slow and by any objective measure, Honduras is still a capitalist country. Interestingly, the volume of illegal immigration from Honduras actually declined slightly when the new government took over. That may or may not be significant...my take is that Hondurans who might be considering leaving are waiting to see what the new regime does. Honduras was ruled for many years by an extremely corrupt right wing government (which I have to point out isn't capitalism's fault!), and suffered from high unemployment and poverty - obvious drivers of emigration.