Based on my admittedly limited understanding of history and geography (I'm not an expert, but I'll be happy to talk like one), borders in "ye oldene days" were often physical barriers like mountain ranges, rivers, coastlines, etc. Anything that prevented easy travel. They were not generally extensively patrolled because no one was coming across them. Passes and roads and rivers and valleys, however, often had toll gates or lookout towers or guard towers, or even castles for especially important routes.
That's exactly why Hannibal invaded Rome from the Alps. The Romans owned the seas and patrolled every approach to Tyrolia. The Alps were less guarded because, I mean, come on! Who would march an army of giant elephants over the freaking ALPS fer cryin out loud???
Small groups coming into a country via the easy routes: roads, rivers, passes, valleys, would likely either have to pass through a gate or would be spotted by a lookout and intercepted somewhere. Depending on the level of hostility or paranoia of the country, they'll either:
a) be turned back.
b) must present their official travel documents explaining the purpose of their trip.
c) verbally explain their business and be waved through.
Any other route is likely to be difficult going. Precipitous cliffs. Raging rapids. Impassable wilderness inhabited by monsters and evil.