Are you asking about Immigration when you are leaving or arriving? If you are asking about leaving the answer is no, you will go through Immigration at your first landing point in the US.
If you fly from Coz to CUN on Maya air that is a domestic flight. As Zman said nothing till you get to the US.
If you do the ferry you should leave Cozumel by at least 9:30a.m. IMO.
Yes guess I was confused on customs, We are doing round trip on Maya air. Just decided as the cost is not too much more and time wise it seems we will do much better flying. Is an hour before our flight enough time to be at Cozumel airport ahead of our flight?
Don't forget that Immigration and Customs, while linked, are separate things.
There are a few places where you'll go through part of the process at a departure point (Nassau is an example), but the general rule is that Immigration and Customs are things that you encounter when *entering* a country.
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