I have TomTom Navigator 5's CD's of the Western Europe maps, and the "Plus" maps allow you to cross borders by routing along the major highways. Alas, it still requires you to switch to the detailed country/local map for door-to-door routing.

However, the CD's do include neighboring-country options to select from, i.e. Scandinavia, Benelux, Germany-Austria-Switzerland, Spain-Portugal.