The Spanish and later Mexican governments kept records of settlers. A good treatment can be found in George R. Ryskamp’s chapter “Colonial Spanish Borderland Research” in The Source: A Guidebook to American Genealogy, 3rd ed, edited by Loretto Szucs and Sandra Luebking (2006): 699-733.
Concerning records in general, much has been published or made available online. For example, Lawrence H. Feldman’s Anglo-Americans in Spanish Archives: Lists of Anglo-American Settlers in the Spanish Colonies of America (1991) documents settlers in what is now Alabama, Arkansas, Florida, Louisiana, Mississippi and Missouri.
Spanish and Mexican land grants are among some of the most important sources. As Spanish America became part of the USA piece by piece, land owners had to prove their ownership, which created a whole new set of records from the American perspective. A good discussion of land can be found in E. Wade Hone’s chapters on “Spanish Possession” and “Mexican Possession” in his encyclopedic Land & Property Research in the United States(1997). To access online material on grants, Google the key word “Spanish Land Grants,” “Mexican Land Grants” and of course “Private Land Claims.”
Texas provided its own complexity as Spain opened Texas for Anglo-American settlement in 1820, one year before Mexico declared its independence. The ensuring Mexican land grants continued until 1835. These settlers created the Republic of Texas in 1836; which was annexed into the USA in 1846. In California, the land system was known as the Ranchos under both Spain (1784-1821) and Mexico (1833-1846). The Rancho boundaries became the basis for California’s land survey system.
This fascinating piece of American history will take you through land, tax, military and court records. Fortunately, much is readily available. Always check online first, then published books, and then manuscript material. You might be surprised what you find.