(CNN) — Five human heads were found Tuesday beside a highway in the central Mexican state of Jalisco, on a road leading to the city of Guadalajara, police said.

Police in the municipality of Ixtlahuacan del Rio were informed of the discovery at 2 a.m., the prosecutor’s office said in a written statement.

Each head was in a separate ice chest, it said.

Several of the ice chests contained notes, one threatening further violence: “Like these, I am going to finish everyone,” says one. “I’m going after you, ‘Goyo.’”

And another said this, “Here we go, ‘Goyo,’ idiot.”

The victims’ eyes were taped shut; the heads had been severed only a few hours before they were discovered, the statement said.

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