Scanning the list of polls of various mayoral races from Mitofsky, one characteristic common to all of them leaps out: the PAN candidate is in second place in every one. There's Cuernavaca (the PAN candidate is down 46 to 37 to the PRI candidate), the Miguel Hidalgo delegation in Mexico City (the PAN's Demetrio Sodi is a point behind the PRD's candidate, Olympic medalist Ana Gabriela Guevara), Cajeme, Sonora (the PAN is 16 points behind the PRI), Hermosillo (the PAN is down five here, again to the PRI), and Colima (the PAN has an 18-point disadvantage, with the PRI again in front). Those are only five examples, but if the PAN is looking for a lower-level silver lining to what is likely to be a bit of a downer on the federal side on July 5th, there's nothing too promising here.
Update: One place where the PAN does have an edge is in the San Luis Potosí governor's race, where it leads by three points, with the PRI running in second.
Another update: Most of the polls I'd seen from the Colima governor's race gave the PRI a sizeable advantage, but this one from the Diario de Colima (which was carried out in late May) places PAN candidate Martha Sosa within half a percentage point of her priísta opponent, Mario Anguiano. I don't know that newspaper and it's quite possible if not probable that it's not reliable (most of the polls I've seen put Sosa between 10 and 15 points down), but something to keep an eye on.