By Z. Byron Wolf, CNN

(CNN) -- Wait a minute. Wasn't Mexico supposed to pay for the wall?

Mexico didn't even come up when President Donald Trump vowed yet again to build the wall during a campaign rally (yes, it was an official Trump campaign re-election rally) in Phoenix on Tuesday night.

The crowd, which ate up the red meat Trump threw them during the frenzied, peripatetic event, didn't seem to notice.

Now, instead of threatening Mexico, Trump is threatening a government shutdown if Congress doesn't make US taxpayers open their coffers to build the border wall.

"And we are building a wall on the southern border, which is absolutely necessary," he declared.

"Build that wall! Build that wall! Build that wall!" the crowd chanted back at him.

"Build that wall," he said back. "Now the obstructionist Democrats would like us not to do it. But believe me, if we have to close down our government, we're building that wall. Let me be very clear to Democrats in Congress who oppose a border wall and stand in the way of border security: You are putting all of America's safety at risk. You're doing that. You're doing that."

Let's set aside for now the incredible political brinksmanship he's engaging in here by threatening a government shutdown that a majority of the public and a fair number of the lawmakers in his own party don't think is necessary. Let's also set aside the likelihood that a government shutdown could backfire.

How far we've come since the campaign, when then-candidate Trump would invite crowds into a call-and-response about his proposed border wall with: "And who's going to pay for it?"

"Mexico!!!" they'd respond.

Now he's President, however. And building the wall is going to be a bit more difficult than he promised it would be. And quite expensive. Somehow, crowds chanting "Mexico is going to pay for it!" has turned into his crowds cheering about paying for the wall, if only Democrats will let them.

House Minority Leader Nancy Pelosi dismissed the idea that Democrats would cave easily and give their blessing to the wall and its price tag in a tweet Wednesday.

".@POTUS' attempt to bully taxpayers into funding his immoral & expensive border wall is completely unacceptable," she said.

Democrats aren't the only ones who need to be convinced.

The House has, it should be said, OKed $1.6 billion to get started on the border wall in a spending bill passed in July.

That's a fraction of what will be needed to build the wall Trump promised and it was a fraction of the spending bill Republicans slipped it into. It wasn't just Democrats House GOP leaders had to wheel around to get that funding; they tucked it into an otherwise unrelated defense measure, according to CNN's report at the time from Deirdre Walsh and Jeremy Herb. (How much will the wall cost? More than $21 billion, according to an internal DHS memo.)

There's a good chance Trump never actually believed Mexico would pay for the wall, by the way. A short-lived proposal for a 20% import tax on Mexico caused a stir and has since been walked back. Other proposals, like a tax on remittances or seizing money from drug cartels are equally difficult or impractical.

In leaked transcripts of an official but private call between Trump and President Enrique Peña Nieto shortly after he assumed office, Trump demanded that Peña Nieto not talk about not paying for the wall, but he admitted that Mexico wouldn't directly pay for it.

Trump said he was willing to say publicly that he and Mexican authorities would continue to negotiate over the wall's payment, which he said "means it will come out in the wash and that is OK."

When the two met more recently, in July during a G20 summit, the Mexican foreign minister said the wall was not discussed. What was discussed was NAFTA, the North American Free Trade Agreement, which the US, Canada and Mexico are preparing to renegotiate.

Those negotiations, which just got underway, may not be going so well in Trump's mind; he did mention Mexico during that rally in Phoenix in terms of the trade deal, which was passed under former President Bill Clinton.

"And you know, that one of the worst deals that anybody in history has ever entered into," he said.

Rather than the US exerting its power and pulling one over on the Mexican people by making them pay for the wall, Trump's NAFTA argument is that perhaps the Mexicans have been pulling one over on the US.

"Personally, I don't think we can make a deal, because we have been so badly taken advantage of. They have made such great deals, both of the countries, but in particular, Mexico, that I don't think we can make a deal. So I think we'll end up probably terminating NAFTA at some point, OK? Probably."

It's not a declarative promise like "Mexico is going to pay for it!," but that NAFTA comment is something to keep an eye on.