The Three Frontiers Hash once set a trail that took us running through Belgium, Germany and the Grand Duchy of Luxembourg, neatly adding a set of border violations to the implicit Hashing condition of “drunk and disorderly”.
Good times.
I’ve crossed the DC/Virginia and DC/Maryland borders on foot - quite often, actually. I’m sure most DC Dopers have as well.
CA - NV more times than I can remember in the Lake Tahoe area.
Italy - Vatican City
No, I’m being nitpicky. The point I was trying to make was that once in Niagara Falls, Ontario, Canada, jjimm was legally of drinking age. He was not drinking underage in Ontario; he was of the legal age required under Ontario law.
Now, had he gone into a bar in Niagara Falls, NY, USA, where the legal age is 21, he would have been underage. But to say he was “underage drinking at Niagara [Falls, Ontario]” is incorrect; unless, of course, he was 18 or younger at the time.
I suppose it would have been clearer had he said something like, “I crossed the bridge from the US to Canada at Niagara Falls because I was 20, and I couldn’t get alcohol in New York because I was underage; so I walked to Ontario where I was of the legal drinking age (19) and hit a bar.” But he didn’t.
How do you know he wasn’t 17 at the time? 
VA-DC
Italy-Vatican
I’ve also walked across the Equator and the Arctic Circle, but I guess that doesn’t count.
Iraq into Turkey, Iraq into Kuwait, Kosovo into Macedonia.
Egypt -Israel (both ways.)
Mexico to the U.S.
Nevada - Arizona.
England - Wales (not sure if that counts as an “international border” though.)
I’ve crossed a ton of other borders, both within the U.S. and internationally, but I think they’ve all been by car, train, plane, boat, bus, etc.
ME-NH several times: once while hiking in the White Mountains, and many times by crossing bridges on the Piscataqua River and Salmon Falls River.
NH-VT at least once across a bridge near Hanover NH
NH-MA at least once on a hiking trail between Nashua and Pepperell
California-Mexico once between San Diego and Tijuana many years ago.
Italy > Vatican > Italy
Possibly also Austria > Lichtenstein as well, but since we didn’t see any signs or anything, no one was completely sure, so we pretended we had.
Bicycle:
WI / MN (La Crosse)
WI / MN (Wabasha)
MN / IA (Eitzen)
Although I’ve come very very close, I have not crossed from MI to WI or Canada
Foot:
MN/ WI (Taylor’s Falls)
Kayak:
MN / WI
Brian
Not a border, but last week I was staying at a safari camp in Kenya, and the Equator ran straight through the middle of it. I crossed between the southern and northern hemispheres numerous times while I was there.
Walked across:
Rhode Island-Massachusetts
Vermont-Massachusetts
Vermont-New Hampshire (bridge over the Connecticut River)
Massachusetts-Connecticut
Massachusetts-New York
New York-Connecticut (these last three, among other times, on the same day hike)
Indiana-Michigan
Ohio-Michigan
Delaware-Pennsylvania
West Virginia-Maryland (via a bridge)
Tennessee-North Carolina
Snowshoed across:
New Jersey-New York
Swam across:
Pennsylvania-New Jersey (yup, the OP’s original example)
Biked across:
VT-MA
VT-NH
NH-MA (all 3 again on one day)
VT-NY
CT-NY
PA-NJ
Should also have added via kayak – NH/VT and PA/NJ.
The farm where I grew up is on the state line between South Dakota and Minnesota - the farmhouse is in SD and the mailbox at the end of the driveway is in MN. So I might actually win this contest, having crossed the state line thousands of times to and from school.
Was your address MN or SD? Did the local post office handle both SD and MN mail (wouldn’t think so)?
Other than Italy/Vatican City, the only other one is that I’m sure I must have walked across the Canada/U.S. border as a small child when we were living in the Eastern Townships, but I have no proof of this.
I’ve been on top of Hoover Dam and did a little back and forth thing between Arizona and Nevada for a few minutes until my brother told me to cut it out.
I stayed in a motel in Baker, Nevada and was told that the state line with Utah ran through the motel.
NSW/VIC
NSW/ACT
NSW/QLD
Italy/Vatican City
USA/Canada
Your middle paragraph is correct: I was 17 and we’d heard that the Canucks were unlikely to check our ID. We were right. 