It happens a lot in South AmericaIn the Brazilian-Paraguyan border thousands cross every day exactly in that way. Brazilians and Paraguayans don'tneed a visa for the other country, but theoretically one needs to be cleared and receive an entry stamp when entering the other country (if the person just has an ID card in a piece of paper) and have the entrance recorded in the computer systemThere's a border crossing where they simply don't stop most people, and the ones that are stopped are for customs purposes. Even citizens of third countries needing a passport and sometimes different visas to enter both are the minority of the pedestrians, so it seems both polices really don't care.I read cases of people even going to the immigration officer and asking for an entry stamp in the passport (as a souvenir) and he refused saying that people who won't travel further than 20 km inside Paraguay don't need to be cleared. Once an Australian tourist (Australians need visas for both countries) was visting Brazil (legally with a Brazilian visa) and asked the Paraguayan border police if they could issue her a visa on arrival. They said it wasn't necessary as they would pretend not having seen her crossing the border.In the case of a border crossing with Uruguay the situation is really similar, except that the border crossing used to be completely opened (at least on the Brazilian site, I don't know about the Uruguayan side) on weekends and holidays simply because the authorities considered it too expensive to keep the checkpoint staffed 24/7. Curiously is the point with most cases of gun smuggling in Brazil.