If you crossed the mexican border illegal but aremarried now to u.s. Citizen is there any way you can do papers and not have to return home ?

Most likely not. You cannot adjust status in the U.S. Unless you can show you were inspected and admitted or paroled into the U.S. You will likely need to pursue the provisional waiver in order to obtain a green card. You can read more about family immigration at http://myattorneyusa.com/family-immigration.