U.S. consular officials in Tijuana said the victims - two men and two women from the San Diego and Chula Vista areas - were U.S. citizens. The state attorney general's office in Baja California said one of the women was Mexican.
Their deaths are the latest in a string of violence in Tijuana that authorities blame on a bloody turf war between drug cartels.
"I just don't think kids should be going to Tijuana right now," Chula Vista police Lt. Scott Arsenault told the San Diego Union-Tribune. "They ran into the wrong people, obviously."
Bernard Gonzales, a spokesman for the Chula Vista Police Department, said a friend told the women's parents they were headed to nightclubs in Tijuana on Thursday night. They were reported missing the next day when they did not answer their cell phones.
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