Los Cabos is located just outside of Wentzville off Highway Z. The second of three Los Cabos restaurants opened, it offers Mexican cuisine in two dining areas, one with a bar. Los Cabos has an extensive menu of dishes including enchiladas, fajitas, pescadillas, nachos, burritos and flautas. There are also grilled chicken and grilled shrimp salads for those not feeling like Mexican that day.