Well, there's the obvious, such as AC/DC, U2, and The Scorpions, but then there's a whole herd of others, like Nightwish, Die Toten Hosen, and Die Ärzte.
EDIT: How could I forget Santana? They were formed in San Francisco, but Santana himself is Mexican. The band doesn't count as Mexican, but it's worth a mention.
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