You are legally obligated to notify the Mexican government (Instituto Nacional de Migracion) within 90 days after the civil status change. See here under "Registro Nacional de Extranjeros y
notificación de cambios" - http://www.inm.gob.mx/static/marco_juridico/pdf/Ley_de_Migracion_y_Reglamento.pdf
With respect to penalties and fees, there are none directly. If you fail to report within 90 days and the Mexican government finds out you will become an "irregular" immigrant. You will lose some of your residency rights until you correct your irregularity, which in this case would be to report your updated civil status.
I am unsure if they will make you file a new visa (I doubt it). If they do, the only fee I was able to find online was $7,000 MXN Pesos for 4-year temporary residency. You will want to call/contact the Instituto Nacional de Migracion for costs specific to your situation: http://www.inm.gob.mx/