This sounds like a few folks being confused by some weird mix of plans for I-69 and the Texas Transportation Corridor. From The Caucus:
Is there a secret plan being hatched by the federal government to construct a NAFTA super-highway from Mexico straight through to Canada, stopping off in Kansas City?
Alongside immigration and Iraq, it is a question that is being posed with surprising regularity to the leading Republican presidential candidates by people who fear it is the first step toward the establishment of a new mega-country that would merge Mexico and the United States.
Note to civil engineers—do not taunt the one-world-order conspiracy theorists by surveying project routes in black helicopters!