San Diego to Tijuana land border on foot basically has no immigration or customs at all to speak of. There is a customs kiosk that I have never once seen actively doing anything and there are some immigration offices where I suppose you could track down an immigration agent if you really needed one but realistically, anyone and everyone can just walk into Mexico with no border formalities whatsoever. I do not know of a more open border anywhere. Not nearly so friendly returning to the US of course.
Mai Sai Thailand to Tachalek Myanmar. You can pay for a day pass to the border region without a visa but they hold your passport in the immigration office for the day, the border closes early in the evening and you better be back by then to collect your passport and get the hell out before nightfall.