But that nearly 140-year quest for peace and freedom across the border has been marred by bloodshed and adversity.

"In many ways, this community has sought to live among the cracks -- not American, but not fully Mexican, either; Mormon, but not 'that' Mormon; desires a peaceful refuge, but faces constant violence," said Benjamin Park, a historian at Sam Houston State University.

The sheer brutality this week shocked even longtime observers of the migration of fundamentalist Mormons to northern Mexico.

History has been hard. They escaped what they saw as oppression at home to settle in a little-known country before many were driven away by the lawlessness of the Mexican Revolution. Periods of violence, extortion and threats from drug cartels and other criminal groups delivered them to this moment.

"They have a very vivid sense of their own history of persecution, which is not imaginary," said Laurie Maffly-Kipp, a professor at the John C. Danforth Center on Religion and Politics at Washington University in St. Louis. "Now it's the cartels. And all they've wanted to do is live independently and according to their values."

Here's how thousands of Mormon families came to settle in the rural valleys of northern Mexico in the late 19th century.

Mormon families migrate south

But the church disavowed plural marriage in 1890 under pressure from the US government, which had imprisoned polygamists and seized their assets. By 1910, members who continued the practice were excommunicated.

Mormons who accepted polygamy as part of their faith began moving to Mexico and Canada to keep their families together, according to experts.

Thousands set out by rail or horse and wagon on a sometimes perilous journey to the states of Chihuahua and Sinaloa.

"Distances were great and physical obstacles imposed by the terrain were immense," the 1969 article said. "Contact with non-Mormons along the way was strained and threatening."

A relationship of convenience with Mexico

Mexican political leaders agreed to look the other way if the Mormon settlers remained quiet about their marriage practices and helped develop the local economy, said Barbara Jones Brown, executive director of the Mormon History Association. Polygamy is illegal in the US and Mexico.

"Up until the early 20th century, the polygamist Latter-day Saints had a great relationship with the Mexican government because they were bringing in industry and farming and helping to develop the desert area," she said. "They were contributing to the economy."

More than 4,000 Mormons settled in eight communities in Chihuahua and Sonora, according to the 1969 article.

One migrant, John R. Young, who settled in Mexico with his three wives and their families, described the journey of more than 1,000 miles as "long, tedious and expensive, but we were happy, for we have escaped imprisonment," the article said.

Mormons targeted during the Mexican Revolution

When the Mexican Revolution began in 1910, many Mormons were again forced to flee, as they had done in previous generations.

Nationalist and anti-American sentiment ran high. Mormon settlements were sacked or destroyed by rebels. Migrants were attacked.

Many Mormon families never returned, including Romney's father, who was then a boy of 5.

"Those polygamous families in Mexico who went back into the United States during the Mexican Revolution faced prosecution not only from their monogamous nation, but also ostracism from their own church members," Jones Brown said.

"For those two reasons, some of these families kept going back into Revolutionary Mexico in spite of the violence, robbery, and kidnappings they faced there during wartime -- so they could keep their polygamous families intact and try to live their religious beliefs without ostracism and prosecution."

The Chihuahua and Sonora settlers

The convoy of three vehicles that was ambushed this week set out Monday from the La Mora settlement in Sonora, founded decades ago by fundamentalists associated with the Church of Jesus Christ of Latter-day Saints. The victims lived there. Many were natives of Mexico, with dual US-Mexican citizenship.

Some La Mora families practiced polygamy, but most considered themselves independent Mormons, according to Cristina Rosetti, a scholar of Mormon fundamentalism.

Family members describe themselves as part of a religiously diverse Mormon community of about 3,000 members, living in their own agricultural enclave.

"The people in La Mora are what is called ... an independent Mormon family," Rosetti said. "They might practice polygamy but they're not part of a church. They're not part of a splinter group. They're not part of the sect. They don't have a leader. They're just a family that is Mormon."

Though some victims in Monday's ambush were named LeBaron, Rosetti said they were not part of a group known by the same name that settled in the nearby state of Chihuahua decades ago. The group is also known as the Church of the Firstborn.

"Calling them a group or a sect or a church is not only offensive but it's historically incorrect," she said of the La Mora families.

Members of the LeBaron group from Chihuahua have had a history of conflict with Mexican drug cartels.

Months later, Benjamin LeBaron and his brother-in-law Luis Widmar were beaten and shot to death after armed men stormed their home in Chihuahua. Authorities later arrested the alleged ringleader of a drug trafficking family that ran a smuggling operation on Mexico's border with Texas.

But the La Mora families had largely been spared the violence that afflicted their neighbors.

"To my knowledge, the La Mora group has lived in relative peace for 60 years," Rosetti said. "They have not had conflicts with cartels.

A close-knit community

Fundamentalist Mormons trace their origins to the Church of Jesus Christ of Latter-day Saints.

"You have some who are fully committed to the LDS Church, including many who have given up the doctrine of polygamy and are members of the institution in Salt Lake City," said Park, the historian at Sam Houston State University.

"You also, on the other end of the spectrum, have those who are part of the Church of the Firstborn or the LeBarons, who are firmly committed to polygamy, who are formal members of those break-off churches and see themselves as representatives of the true church. And then you have many, many in between those lines."

A spokesman from the LDS Church said the victims were not members.

"We are heartbroken to hear of the tragedy that has touched these families in Mexico. Though it is our understanding that they are not members of The Church of Jesus Christ of Latter-day Saints, our love, prayers and sympathies are with them as they mourn and remember their loved ones."

"They all know each other," Park said. "If they're not related to each other, their families go back generations as friends and associates and colleagues. This is very close-knit community."

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Mormon quest for peace and freedom in Mexico shattered by violence and adversity - CNN