The Federal Police is investigating the incident.
In the video, a female military police officer pulls the woman's hair and puts the muzzle of a rifle against her head. Later, a police officer puts the woman's head inside a plastic bag until she almost passes out.
CNDH, which has the power to look into cases but not prosecute them, called on Navy Secretary Vidal Soberon to address the case and investigate the marines involved.
He also supports creating a database to track Muslims in the U.S.
Authorities say it appears he had been living in Mexico for years under an assumed name.
The San Francisco-based 9th U.S. Circuit Court of Appeals issued the ruling in the case of a transgender Mexican woman who sought shelter in the U.S. on the grounds that she would likely be tortured if returned to Mexico.
The complaints of torture have increased 600% in the past ten years, according to the organization.
According to the 2014 Human Rights report published by the Bureau of Democracy, Human Rights and Labor of the U.S. Department of State, prosecution for all forms of crime is extremely low in Mexico.