Later on we discovered it was a coati (a sort of raccoon). Apparently it likes to nick stuff from the rooms.
(Stuart sympathized, he does the same with the toiletries!)
After checking out of our hotel we drove up to Chichen Itza to spend the night in a Hacienda.
The place was rather grand, old style colonial, and pretty stuffy.
But lucky us we'd been upgraded to a bigger honeymoon suite! So once the door was closed we had a little dance. Only to discover two gardeners were watching us through the back window. Oops.