About seven miles south of Patagonia [1] on Highway 82 is Southern Arizona’s largest lake, 2.5-mile-long Patagonia Lake (400 Patagonia Lake Rd., 520/287-6965, daily 8 a.m.–10 p.m.), where you can fish for bass, bluegill, and catfish, and camp, rent a boat, swim, and lay around Boulder Beach, water ski (though not on weekends), and hike around the 5,000-acre Sonoita Creek State Natural Area.
The campground has 72 campsites and 34 hookups ($15 no hookup, $22 w/ water and electric), and there are boat launches, restrooms, showers, a dump station, and a camp supply store. In March crowds head to the park to see the annual Mariachi Festival.
From Nogales head 12 miles northeast on Highway 82, then turn left at the sign and drive four miles to the park entrance.
Links:
[1] http://www.moon.com/destinations/tucson/excursions-tucson/the-border-region/patagonia-sonoita-and-elgin