Walked. Not driven over, ridden in a train, bicycled etc. Myself, I can think of four:
US-Mexico (El Paso-Juarez and San Diego-Tijuana)
Thailand-Laos (Nong Khai-Vientiane)
Thailand-Cambodia (Aranyaprathet-Poipet and Trat-Koh Kong)
West Germany-East Germany (Checkpoint Charlie in Berlin)
The wife and I almost walked into India from Nepal 21 years ago. We were staying in a Nepalese border town and checking out the border crossing, peering into India, when an official told us to go ahead and go through the wide-open gate. But we had both left our passports in our hotel and did not feel like chancing the crossing without them, although locals were walking between the two countries without so much as a glance at any officials, who were few to be seen anyway. Then we saw a Westerner coming back from India, and he told us he didn’t even realize he had left Nepal.
I think only one – France/Switzerland. I was skiing, but definitely fell over and walked part of the way. This was before the Schengen Zone and I didn’t have my passport on me, but I don’t think anyone cared - and there were certainly no border checks.
Italy-Vatican City is all I can count. We had to get out of our bus going from Vancouver to Seattle to go through customs, but I think that was a couple of hundred feet south of the border.
Come to think of it, I don’t think I’ve ever walked over a state border and I’ve been to 41 of the contiguous states.
I’ve walked between Latvia and Lithuania and between Switzerland and Lichtenstein. Both of those I was driving, but stopped to get a photo of the border signs. I think I might have done the same between France and Belgium but don’t remember.
Only one for me, South Africa to Mozambique. Didn’t have a passport but the only shop for many kilometres was on the other side of the border so the guards would allow it as long as you promised to come right back.
France/Spain and Portugal/Spain on the El Camino de Santiago pilgrimage.
Don’t know if this counts but US-Canada by personal watercraft (waverunner), stepped on Canadian soil that way. I could have gotten off at the boarder in the water and swam across if I desired and knew exactly where it was.
I might have crossed from France/Italy when hiking in the Alps, I know I was close to it, though don’t know if I crossed it.
One; Mexico; Laredo. It was the late 60s and my strongest memory is all the shoes down in the riverbed under the bridge. What I was told by my Texican relative was that folks would cross, but a pair, and toss their old ones away avoiding importation fees. My understanding was it was from crossings both directions.
I’ve certainly walked over the US-Mexico border, at Brownsville. I was there for a conference, and a group of us went for dinner at a restaurant on the other side.
I’ve probably walked across the US-Canada border at some point, too (we took a few trips to Niagara Falls when I was a kid) but I can’t be certain on that one.
State borders, certainly Four Corners, and I think probably Texarkana. Oh, and I’ve walked across the top of Hoover Dam: That would have involved crossing the Nevada-Arizona border. Other than that, a few times I’ve been on a trip where we pulled over and posed for a picture next to the big “Welcome to _____” sign, and some of those probably involved crossing a border, but it’s hard to say for sure, since the sign won’t be right on the line, and there’s usually not any indication of the line itself. The most likely candidates for sign-crossings would be Ohio-Pennsylvania, Ohio-Michigan, and Montana-Wyoming.
Although I’ve flown or driven over international borders in several places, I think the only place where I’ve walked across an international border was at the Niagara Falls International Rainbow Bridge between Niagara Falls, NY and Niagara Falls, Ontario.
edited to add:
Okay, there’s one other one – I walked into Vatican City from Rome, although I don’t recall exactly where.
Croatia > Hungary
Hungary > Slovakia (twice)
Czech Republic > Poland
Hungary > Austria (by accident. Was walking around in a forest somewhere near Sopron and next thing I know, all the signs are in German. This was pre-Schengen agreement.)
I may be forgetting one somewhere in there, but that sounds about right to me.