So I tried searching for this movie in google with the information that I remember and it actually brought me to this site.

My dad rented this movie when I was a kid, it was probably around late 90’s early 2000’s I think.

This is what I remember: it’s about a guy who’s either being hunted by aliens or tracking them (probably the later). At one point he’s running through a crowd of people at night in Mexico City during Day of the Dead.

I think maybe at the end he finds their spaceship. I could be making that up but I’m pretty sure that happens, though.