Canada and USA quite a few times in both directions. Even been refused entry at USA land border and sent back to canada
What was that all about?
Mind you, in my experience I found the border guards on the Canada-US border on or near the I-5 (encountered on a Greyhound bus journey in 2004) very suspicious - and that is as a UK citizen, I would imagine they would be even worse with citizens of non-western countries.
They did let me in, but only after asking me exactly what my final destination was two weeks later (the hotel I was staying in that night would not suffice) and were not at all friendly.
I guess it was particularly bad then because it was during the Bush era. By contrast I found the US border guards at Toronto airport in 2011 (the setup was that you went over the 'border' before joining your flight) much more friendly and respectful.
But to answer the original question, I have crossed several continental borders on footpaths over the mountains, including Austria-Germany, Austria-Italy, France-Spain and France-Italy, just. No borders at all, just unspoilt mountain scenery.
Others, not mentioned yet:
UK-France (Eurostar, arguably that counts as 'land' because no marine transport is required)
France-Germany (road, in the 80s so still a hard border though it seemed to be just a case of show your passport, so easier than hard borders 2020s-style)
Germany-Switzerland (road and rail)
France-Belgium (Eurostar)
Belgium-Netherlands (rail)
Netherlands-Germany (rail)
Belgium-Germany (rail)
Germany-Austria (rail, bus)
Austria-Switzerland (rail)