How should Christians feel about illegal aliens? The Old Testament teaches us to be welcoming and hospitable, but they are technically breaking a law. Many of them are coming here for safety, and my heart goes out to them. How do we balance God's mercy and love for everyone with the fact that they are here illegally?
"Let every soul be subject to the governing authorities. For there is no authority except from God, and the authorities that exist are appointed by God. Therefore whoever resists the authority resists the ordinance of God, and those who resist will bring judgment on themselves" (Romans 13:1-2).
The only time Christians ignore a government's laws is when those laws conflict with God's teachings. There is nothing morally wrong with a government attempting to control the influx of people into its country. If you personally disagree with the rules or how it is being handled, then you work to get the government to change. There are many things I wish was different about my country's immigration and visa rules, but don't know how to solve the problem either.
When I become aware that someone is violating my country's laws, I will encourage them to make themselves right, and I will do what I can to help them to follow the country's laws. Meanwhile, I treat them with kindness and dignity.
God's mercy is about forgiveness of our sins. That is extended regardless of where a person lives. Love for an individual doesn't extend only to those who are living in your own country.