Generally, no. Travel strictly across the USA does not require an import certificate. You would not file an entry into the US for these shipments with US Customs because the shipment is in transit (to Mexico). This includes those that are transloading (via customs-bonded warehouses), since these shipments do not enter the US stream of commerce, nor do they file paperwork for duties, taxes, tariffs, etc. These shipments are simply transiting the US.