Was Jesus an undocumented immigrant?

The American Spectator runs an interesting rumination on this rather contentious question. Among the more contentious selections described by Mark Tooley, the column's author: "...if the Nativity story happened in today's Arizona, 'Sheriff Arpaio would seek to arrest Joseph and Mary, throw them into Tent City, where Mary would have had her baby with little medical attention.'  In this scenario, Jesus would be an anchor baby. And Joseph may have a dream directing him back into Mexico, though the 'trek across the Arizona desert is as treacherous and dangerous as the trek from Bethlehem to Egypt.'"