What event involved Texan volunteers advancing into Mexico and subsequently being captured?

The event that involved Texan volunteers advancing into Mexico and subsequently being captured is indeed the Mier Expedition. This expedition occurred in 1842 when a group of Texan volunteers, motivated by the desire to retaliate against Mexican raids into Texas and to assert their independence, invaded Mexico with the goal of capturing the town of Mier.

The expedition, however, did not go as planned. The Texans were met with strong resistance and after a series of skirmishes, they were eventually forced to surrender. The capture of these volunteers led to significant consequences, including the infamous Black Bean Episode, where those captured were subjected to a lottery to determine their fate, resulting in many being executed.

This event is significant in Texas history as it highlighted the tensions between Texas and Mexico post-independence and underscored the consequences of military expeditions into enemy territory without adequate planning or resources. Other options, such as the Santa Fe Expedition, involved different goals and outcomes, primarily focusing on trade and expansion rather than a direct military engagement that led to capture.