In my experience, the German-built VWs are generally trouble free. The Mexican-built ones, however, are a royal PITA and shed parts with reguarity.
I base this on four modern VWs I've owned
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92 Jetta 8V, Mexican-built
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85 Jetta, Germany-built
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99 Passat TDI (B5), Germany-built
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02 Cabrio (wife's car), Mexico-built
My 85 Jetta and my 99 Passat were completely trouble-free, whereas my 92 Jetta and the wife's Cabrio constantly shed small, annoying parts (door handles, lock cylinders, headlight switches, seat recliner knobs, etc).
Oddly the 92 and 02 seem to shed the same kinds of parts. The worst, though, is the overly-sensitive Check Engine light in the 02 Cabrio.
I don't know why the German-built ones are so much better than the Mexican-built ones, but here's how to tell them apart:
First digit of VIN = W, car was built in Germany
First digit of VIN = 3, car was built in Mexico