It was the USA's first game since its disappointing third-place finish at the Women's World Cup.
"I'm really happy about the way the players turned it around ]after giving up the first goal]," said U.S. coach Greg Ryan. "We had an injury to Marian Dalmy, so we had to play in a different system. It worked really well for us. It's just great to see the players enjoying playing like this. I thought they played some great soccer tonight."
Mexico took advantage of a U.S. giveaway and Evelyn Lopez's shot took a deflection to beat Scurry for the early lead. Lilly (Wambach) 67. USA - Abby
The Mexicans played confidently for the next 20 minutes, but then faded and managed four more shots, two of which required saves from Scurry.
The USA pulled the trigger 30 times and forced nine saves from Mexican keeper Sophia Perez.
Leslie Osborne set up O'Reilly's equalizer from eight yards out. It was O'Reilly's 14th career goal and sixth of 2007.
Ryan made two subs in the 33rd minute, one for the injured Dalmy, who took a knock on her knee, and moved to a 3-4-3 formation.
Lindsay Tarpley and Aly Wagner entered the game as the USA continued to pepper the Mexican goal.
The USA took the lead in the 57th minute off a play that originated from a short corner kick. The first pass was played to O'Reilly, who was tackled, but the ball rolled to Wagner just outside the penalty area on the right side. She spun first-time cross to the far post and Wambach finished it on a diving header.
In the 66th minute and this time Wambach set up a goal by Lilly, her 128th career strike.
Wambach pounced on a rebound to power the ball for her 85th career goal.
The final goal came in the 84th minute, just three minutes after Lloyd had entered the match. She won a poor clearance on the run toward the net, carried the ball about 20 yards and then cut her left-footed shot past the stranded Perez and into the right side of the goal.
USA 5 Mexico 1
Goals: O'Reilly (Osborne) 32, Wambach (Wagner) 57, Lilly (Wambach) 67, Wambach (Cat Whitehill) 81, Lloyd (Unassisted) 84; Lopez (Ocampo) 3rd minute.
USA -- Scurry, Dalmy (Tarpley, 33, Kai, 75), Ellertson, Whitehill, Rampone, Boxx, Osborne (Wagner, 33, Lloyd, 81), Chalupny (Hucles, 84), O'Reilly, Wambach, Lilly.
MEXICO -- Perez, Gonzalez, de Jesus Castillo, Gordillo, Vergara (Martinez, 60), Lopez, Perez, Morales; Padilla ( Valdez, 72), Ocampo, Worbis.
MEX - Patricia Perez (caution) 80.
Referee: Kari Seitz (USA)