The one time I played Trans-continental, it took about six hours, but only seemed like two, we were having so much fun. That said, I don't think we'll be doing it very often.
I can't imagine adding even more real estate with Mexico (or Canada if it matched) - the game would take all weekend!
East, West, and Mexico together works. Canada is a different scale.
Personally I find even the East/West intercontinental game to overstay it’s welcome length wise.