Italy went ahead through a stunning free kick from Andrea Pirlo, celebrating his 100th cap for his country.
Mexico levelled through Javier Hernandez’ penalty after Giovani dos Santos was hauled down by Andrea Barzagli, but Mario Balotelli bullied his way through on goal to smash home a late winner.
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Since Guus Hiddink arrived at the helm, Chelsea have improved considerably after a tricky start to the campaign.
Newcastle United are staring down the barrel of relegation to the Championship for the second time in the past eight years.