They're hoping that a 180-mile journey from Phoenix all the way to Mexico, will save their family trucking business.
"You're getting more nervous as we get closer," CBS News correspondent Seth Doane said to Angelo.
"Oh yea, I get so nervous, the closer we get to the border - not knowing what is going to happen," he said.
The trucking company's been in the family for nearly 40 years. Their daughters' names are on every fender.
"It's been real tough," Angelo said. "We have a multi-million dollar business that is struggling. Everything that I sacrificed in my life could come to an end in a matter of months."
"It seemed like overnight for me. I woke up one day and thought, 'oh my God, how can we do this?'" Sharon said.
How can they keep their dozen trucks running on diesel, when fuel prices have jumped nearly 50 percent in just a year, wiping out any profit.
"We saved our money - we put money aside for the rainy days," Angelo said. "We've gone through our savings - we went through our reserves to pay our fuel bill."
When Angelo learned that diesel in Mexico is half the Arizona price, he built a large tank to fit into his truck.
"So 11 inches of the bed have been retrofitted to be a fuel tank?" Doane said.
"To be a fuel tank for the truck," Angelo said.
And headed south nearly three hours just to fill up.
After they crossed the border into Mexico … diesel in Nogales was selling for about $2 a gallon. The Mexican government owns the stations and controls the prices.
"This is quite a trip," Doane said. "Is it worth it?"
"For 200 gallons," Angelo said. "Yeah, just saved myself $400."
But getting back over the border is stressful, with hours of questions, paperwork, and taxes to pay.
"It feels like I'm smuggling marijuana back into the states and I'm just bringing diesel back," Angelo said.
"They had their 8th grade class trip to Disneyland. Nicki chose not to go, because it would be an added expense," Sharon said. "So we have really good kids."
The Romanos are desperate.
"There's no help. We have to do it ourselves," Angelo said. "We - me and Sharon - had to go out there and find a way to survive. We're survivors. And we will survive."
The Romanos named their dog Diesel - and they joke that right now he's the only diesel they can afford.