My girlfriend and I were aboard a boat in Cuemanco, Xochimilco within Mexico City watching the annual "La Llorana" play. (here are some pictures to get an idea of the setting: http://www.xochimilco.df.gob.mx/turismo/embarcaderos.htmlhttp://www.xochimilco.df.gob.mx/galeria/consultaGaleria.html?id_tema=1)The play began at around 9 PM and ended around 10 or 10:30 PM. On our way back to the "port" (the play takes place on a small island and the audience watches from boats) I noticed 1 bright red amber glowing orb flying in the distance. I kept watching it because I knew it was strange as no strobe lights appeared and the color was too red to be from a commercial airplane (not to mention that commercial air traffic takes a predetermined route into and out of the city which is no where near Xochimilco). It seemed to be ascending when I first saw it and then it slowly went overhead. Keep in mind that we were being rowed in the boat carrying 18 other people (think Venice, Italy but with more people), and we continued down the canals making various turns. I attempted to keep the object in sight the entire time. Eventually I lost the object but sure enough another soon appeared and got very close to where we were, flying parallel (but in the opposite direction we were traveling) to the canal we were on (along with 20-30 other boats racing to get to the port). At this point I mentioned the lights to my girlfriend and another couple on our boat. There was a large group of tourists (from Argentina) in our boat and some of them needed to go to the bathroom so we pulled along the bank of one of the islands to let them off. As we approached the bank there were other boats along the banks, but what I found curious was that the boat rowers while waiting for their passengers, were pointing into the sky at the two lights which were now visible. Clearly not an everyday sight for them either.Eventually these two lights flew over the horizon and the other couple concluded that they were airplanes and they said, if another one appears it has to be an airplane. A few seconds after they said this, the final light appeared. It got much closer than the last 3, it was glowing, no strobe lights, above the treetops but underneath the cloud cover, it made NO sound (this is what sold me to it's unusual nature). I kept it in vision the entire time as it flew parallel to us (but in the opposite direction) until it disappeared into the horizon behind us. It remained brightly lit the entire time (unlike a plane with landing lights turned on, which eventually blink out when their back/tail is turned to you). In total I saw 4 orbs, but during all the twisting and turning in the canal I may have missed more of the orbs.Upon returning home my girlfriend mentioned I should investigate to see if anybody else saw the same thing online. I have yet to see anything related to these lights above Mexico City, but I did notice a MUFON report of a woman and her husband in Cabos San Lucas witnessing the same thing I did, the same day, approx 1-2 hrs before (don't know the timezones out there).Looks like these guys were zipping around Mexico on Saturday 8/Oct/11.