NEW : American authorities say they are investigating . `` At a certain point the gunmen discharged a weapon at the victim 's vehicle and a bullet struck the victim Nancy Shuman Davis on the head . '' Nancy Davis ' was shot by gunmen in a black pickup , police say . Davises lived in Indiana since Wednesday ; they worked with The Texas Department of Public Safety , Immigration and Customs Enforcement mission . `` They breathed Mexico . That 's their love , '' friend said of the couple .
NEW : American authorities say they are investigating . Nancy Davis ' was shot by gunmen in a black pickup , police say . Davises lived in Indiana since Wednesday ; they worked with The Texas Department of Public Safety , Immigration and Customs Enforcement mission . `` They breathed Mexico . That 's their love , '' friend said of the couple .