I'm with you on the Baarle-Hertog/Baarle-Nassau residents. Given how the borders run through the community, some locals are probably crossing the border half a dozen times in an hour, especially those who live in houses that straddle the border.

With the Vatican, I think it is less likely to cross quite so frequently, although it certainly wouldn't surprise me for someone who works at the Vatican but lives in Rome might enter VA in the morning, head out to a shop to pick something up in IT, return to the VA, meet a friend at a trattoria in IT for lunch, return to work at the VA before returning home at the end of the day.