Yes, I have many friends who immigrated to the United States through legal means and became citizens. One of my best friend's husband was a J-1 scholar who had to return to his home country (with his American pregant wife and American born child) for two years before he could apply for permanent residence (green card). Believe it or not, they lived their as a family for two years, he got his green card, they moved to TX and he recently became a naturalized U.S. citizen.
Unless an amnesty program is offered by the federal government - your friends are all breaking the law and if discovered will be deported to their country of citizenship.
As you probably know, Arizona has been very active in detaining illegal / undocumented people and handing them over to immigration. Many families there have decided that it is better for their children to return to Mexico where they will not have to live in fear.
Honestly, as a mother, I can't understand why you would force your child to be deprived of citizenship status or live in constant fear of being separated from your family. On top of it, children who are deported back to an unfamiliar country have an even worse life than if they had never left as they are not educated in the language of the country of citizenship and don't have the required education to pursue higher education in that country.
I've lived overseas many times (legally each time) and I really don't understand it unless you are seeking a legitmate asylum!
C.