“We have no idea what we are going to do,” said Major Harbin, who said he had heard that as many as 7,000 Mexicans might be seeking refugee status in the coming weeks.

Eddie Francis, the mayor of Windsor, faxed a letter Wednesday to Canadian federal authorities seeking financial help.

“I empathize with the challenges but we don’t have the ability to manage this,” Mr. Francis said. “We have never seen anything like this.”

Many of the families who drove here said they had learned about the possibility of fleeing to Canada from a Naples, Fla., organization, the Jerusalem Haitian Community Center, which promoted “Information required for Canadian Refugee Status Application” on its Web site. The group, some refugees said, collected $400 for adults and $100 for children and assured them that there would be jobs and shelter.

“I don’t know if what I was told about coming here was correct or not, but what am I going to do about it now?” said Pedro Palafox Marin, who said he paid $800 to the organization before driving through the night to Windsor with his wife and children.

“In Florida,” Mr. Marin said, “every job I got, everywhere I went, we were getting a lot of pressure from immigration. Being illegal was always on my mind. Now, I can relax.”

Illegal immigrants have been especially frightened of deportation in recent months, people in Naples and surrounding Collier County said. The community has been filled with tales of immigrants’ being caught and deported and the sending of government letters to employers warning them not to employ illegal immigrants.