As Peter N-H said there is a "visa on arrival" booth at the Guangzhou East Train Station for passengers coming in on the thru train from Hong Kong. I've only seen it staffed 50% of the time I've come thru this border crossing although I'd imagine that the immigration people would be able to issue a visa even if the booth wasn't open. I have seen people at the booth before getting helped. The worst that would happen would be being sent back to H.K. by train.