Oswald in the doorway: the blog of the Oswald Innocence Campaign, by Ralph Cinque

This is from the famous compilation of Oswald statements by Mae Brussells. It shows that Oswald denied going to Mexico City, saying that he had only been to Tijuana. 

2:25 - 4:04 P.M. Interrogation of Oswald, Office of Capt Will Fritz

"My name is Lee Harvey Oswald. . . . I work at the Texas School Book Depository Building. . . . I lived in Minsk and in Moscow. . . . I worked in a factory. . . . I liked everything over there except the weather. . . . I have a wife and some children. . . . My residence is 1026 North Beckley, Dallas, Tex." Oswald recognized FBI agent James Hosty and said, "You have been at my home two or three times talking to my wife. I don't appreciate your coming out there when I was not there. . . . I was never in Mexico City. I have been to Tijuana. . . . Please take the handcuffs from behind me, behind my back. . . . I observed a rifle in the Texas School Book Depository where I work, on Nov. 20, 1963. . . . Mr. Roy Truly, the supervisor, displayed the rifle to individuals in his office on the first floor. . . . I never owned a rifle myself. . . . I resided in the Soviet Union for three years, where I have many friends and relatives of my wife. . . . I was secretary of the Fair Play for Cuba Committee in New Orleans a few months ago. . . . While in the Marines, I received an award for marksmanship as a member of the U.S. Marine Corps. . . . While living on Beckley Street, I used the name 0. H. Lee. . . . I was present in the Texas School Book Depository Building, I have been employed there since Oct. 15, 1963. . . As a laborer, I have access to the entire building. . . . My usual place of work is on the first floor. However, I frequently use the fourth, fifth, sixth, seventh floors to get books. I was on all floors this morning. . . . Because of all the confusion, I figured there would be no work performed that afternoon so I decided to go home. . . . I changed my clothing and went to a movie. . . . I carried a pistol with me to the movie because I felt like it, for no other reason. . . . I fought the Dallas Police who arrested me in the movie theater where I received a cut and a bump. . . . I didn't shoot Pres. John F. Kennedy or Officer J. D. Tippit. . . . An officer struck me, causing the marks on my left eye, after I had struck him. . . . I just had them in there," when asked why he had bullets in his pocket.