Yes, they do some times migrate down through Florida and across the gulf of Mexico. They are known to islands hop, land on ships, and make their way through the Caribbean Islands. Dr. Urquhart confirmed one by tag that was from the US that went to Cuba.
http://www.monarchwatch.org/tagmig/urq1.htm"The following four maps (click on the thumbnail images to view maps) show the significant recaptures (304) in the United States that were reported in Urquhart's "Insect Migration Studies" newsletter from 1964-1994. Most interesting among these recaptures are the instances of Monarchs in Florida crossing the Gulf of Mexico to Texas and Louisiana and one Monarch recovery in Havana, Cuba!"
"Monarch Butterfly, International Traveler" by Dr. Urquhart has some more details.
Did you take any photos? There are Monarch Latin American cousins that look a lot like them. You can also find that in Dr. Urquhart's book.
http://www.amazon.com/gp/offer-listing/ ... ition=usedAmazon has some used copies of Dr. Urquhart's book.
Don't forget to go through the Monarch Watch Amazon portal so that Monarch Watch gets some of the proceeds from the sale:
http://monarchwatch.org/amazon/