If you are an extremely cautious person and one of the doubts that torment you is to know if the destination has a consulate of your country (just in case there is a problem or legal issue during the trip), do not worry.
In Los Cabos, you can find two U.S. consulates, one in San Jose del Cabo and one on the Transpeninsular Highway, and a Canadian consulate in San Jose del Cabo.
So you can be calm and just relax and enjoy.