This may (or may not) be behind the recent [1] warning to schools. From [2] UPI, with thanks to Anthony:

Washington, United States, Oct. 13 (UPI) -- A report that 25 Chechen rebels linked to Islamic terrorists entered the United States illegally via Mexico is under investigation, the Washington Times said. Security officials told the newspaper an intelligence report had been forwarded to the government saying the group, said to be wearing backpacks, secretly traveled to northern Mexico and crossed into a mountainous part of Arizona that is difficult for U.S. border security agents to monitor.

The report was made in late August or early September and was based on information from an intelligence source that has been proved reliable in other instances, one official said.

However, a second official said it could not be determined whether the group of Chechens actually entered the country.