Yes, Progressive is one of the US companies who extends physical damage and theft into Mexico.
There are a few Mexican insurance brokers who also sell the Progressive policy as well as National Interstate. As mentioned before in a post,
Adventure Mexican Insurance 800-485-4075 is where we bought our insurance from, and they could provide us with BOTH the Progressive US policy AND the Mexico liability policy. We found it much easier to work with 1 broker who truly understood all of the Mexico insurance concepts.
If you call Progressive directly, you end up speaking to someone who doesn't really know anything about Mexico (it is a call center in Ohio), and they can only tell you to go find a Mexican insurance broker who then can sell you the Mexican liability insurance.
It cuts out alot of the trouble if you just get your Progressive policy and Mexican policy from the same broker - then you can make sure you are not missing anything