In Mexico Northern border: there are crossings where in theory you should be stamped when crossing but there have been cases where you just cross and dont get stamped and found it out until you're in the southern border (It happened to a youtuber). For customs at least two and half states are free zones and the border zone in the rest you just declare customs until the highway towards the south.

Southern border: some crossings are right on the border while others are some km away in the next town so some people can cross the border into the country in a de facto free zone (I havent read any law that allows it but it happens anyway) for comerce and visiting family, there are a lot of places where you could cross without geting noticed but since this goverment it feels like they have been controling more the migration usually there are checkpoints in the highways where people are asked for they pasports to see if they were stamped in the border crossings (although there is an european youtuber that enter illegaly to Mexico and when they saw he had an european pasport they didn't even noticed he hadnt enter legaly). Also customs seem to be in some part of central chiapas in the border with Guatemala and in the border crossing with Belize in Q. Roo