To where? When you look at things on the global scale, the US is still at the top of the list when it comes to most freedoms. I think NZ and perhaps Canada might be the only places that would have more freedoms at the expense of other freedoms (guns and slightly cheaper gas being the only things that come to mind).

I have lived in 3 countries so far, and while government intrusion in your personal life seems to be less in Mexico and Panama (ie. they could care less about your emails, facebook, etc), checkpoints are still abundant. With regards to air security, the #1 threat is still hijackings, so the checkpoints do focus more in finding real weapons (my brother had a bag searched for a sharp object that could have been dangerous, it was a hacksaw blade cut down to like 2 or 3 inches and one cut made at a 45 degree angle, same blade that made it through at least 2 checkpoints in the US.

In Mexico you can't be asked to produce proof of citizenship at a checkpoint, since the Constitution does make it clear that you do not need any kind of passport or passport card for domestic travel (given that we did have controlling dictatorships in the past), and we've actually played that card at the Mexico City airport before, since sometimes domestic flights are (or were) sent to the international gates, and there was always an abundance of private security and police asking for passports when exiting the international area, but the "Mexican citizens traveling domestically" was sufficient to proceed. Some army checkpoints to have a tendency to ask for ID of random people, or suspicious people, and most of the times the public does cooperate, but the current situation with the cartels and such is much more dangerous illegal immigration. But then a lot of your freedoms are still regulated by the cartels (mainly when it comes to traveling on backroads or going away from the cities).

And then in Panama you're required to carry ID at all times if you're over 18, and you can legally be stopped on the streets and asked to show it. But the police is not that effective, I do know illegal immigrants who have escaped from sweeps conducted outside Western Unions (yes, Panama is largely the US of Central America), and a guy who escaped from a DUI checkpoint by saying "I'm have diplomatic status and my country prohibits me from blowing into a breathalyzer", he did have a slightly lesser version of diplomatic immunity granted to international NGO families, but the police asked for no proof. There was a story I heard from my school bus driver that some time ago the entire 4th grade class from the school was detained at a checkpoint near the border with Costa Rica, because of course none of the kids had documentation, and they were visibly foreign, and they were held up until the immigration department got notification from Panama City that among the detainees were SEVERAL diplobrats -including a handful of Americans, I'm not sure if the regular parents still had to send all the passports to the checkpoint though.