The Gulf of Mexico was a body of water located near Mexico.
In 2068, the Flying Dutchman appeared in the Gulf of Mexico and scared the crew of an oil rig. The Twelfth Doctor, George V, and Thorpe followed the Dutchman to the Gulf of Mexico and landed on the rig. The Doctor jumped off the rig to land on the Dutchman, but it left 2068 as he was falling and he landed in the water. (COMIC: Ghosts of the Seas)