Start with an LVC Books search.
Not finding anything there? 
Search WorldCat, a database of books from 77,000 world-wide libraries (you'll need to use interlibrary loan).
Image source: Romance of History Mexico book cover. 1909. Public Domain. Wikimedia Commons.
Useful subject terms for searching for books in the LVC catalog and WorldCat:
Mexico--History--Conquest, 1519-1540
Mexico--History--Spanish Colony, 1540-1810
Mexico--History--Wars of Independence, 1810-1821
Mexico--History--Mexican War, 1846-1848
Mexico--History--European Intervention, 1861-1867