Taking an overland border crossing into China can be fun. Most of the border crossings in China are in far flung regions of the empire and show it. Just remember that the regulations for border crossings change frequently and randomly. Also with most Chinese borders make sure you have your visa and other papers in order before arrival.
There are six overland border crossings between Hong Kong and China. These are Lo Wu, Lok Ma Chau Spur Line, Lok Ma Chau, Man Kam To, Sha Tau Ko and Shenzhen Bay. Lo Wu is a train and pedestrian crossing; Lok Ma Chau is a pedestrian crossing; Lok Ma Chau and Sha Tau Kok are road, bus and pedestrian crossings, Man Kam To and Shenzhen Bay bridge are road and bus crossings. Cross Boundary Coaches goes to several destinations in China, including Shenzhen and Guangzhou and its airports.
MTR operates intercities across the border to Shenzhen, Guangzhou, but also places further afield like Beijing and Shanghai.
From June to September it is possible to cross the Torugart Pass to Kyrgyzstan. This is a very rough road and it is best to arrange transport from Kashgar. Make sure to have all the visa arrangements lined up before hand and even then there can still be problems. Be prepared for random closures and other unusual events.
There is also a crossing from Irkeshtam, which is south of the Torugart Pass and is considered much easier to get through, meaning that it is hassle-free. The Torugart Pass requires prearranged transport and is supposedly a pain to get through but the route is said to be stunning.
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There is a year round border crossing between Laos and China. The easiest way to cross from Laos is to take a morning bus across the border from Luang Namtha to Mengla, China. If going from China take a bus from Jinghong Yunnan to Mengla then take a bus to Lunag Namtha. It is possible to buy a Laos visa at the border.
There are several options to get to/from Macau, both overland as well as by boat. There are two vehicular entry points into Macau from China. They are the Portas do Cerco in the northern part of the Macau Peninsula which connects with Gongbei in Zhuhai, and the Lotus Bridge (officially the Cotai Frontier Checkpoint) which links the Cotai Strip with the Wanzai district of Zhuhai. Most people either cross by foot or take a longdistance bus to/from Guangzhou, Shenzhen and Dongguang City in Guangdong province. These buses also go to the Zhuhai busstation, from where you can walk into Macau, which can save some money. There are also connections betweeen Macau Airport and these cities and between the Shenzhen and Guangzhou Airports and Macau.
At this time to cross overland from China to Myanmar is only one way. It requires arranging for transport, a guide and paying for a visa in Kunming. The trip takes several days and crosses some of the beautiful areas of Yunnan. This process is actually more expensive then just flying from Kunming to Yangon or Mandalay.
The only open border for foreigners to cross is at Erenhot. This dusty town has little town has little to offer other then being the jumping point between Inner Mongolia China and Mongolia. There is a train line but on the Chinese side the train only runs a few days week. On the Mongolian side there are multiple trains a day to Ulan Bator. The best ways to get there or leave on the Chinese side are long distance sleeper buses or taking the Trans-Mongolian Railway. There are many buses a day to Beijing or Hohhot from the bus station. One cool feature is that on the highway out of town there are many large bronze dinosaur sculptures for a few kilometres.
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Transports can be arranged between Lhasa and Nepal during the summer time. In order to do this you must hire a driver and a car in Lhasa that will drive you to the border. Most people arrange a few stops along the way, such as Mount Everest. If travelling from Nepal you must arrange transport, a guide and a group visa, which can be a group of one. There is a Nepali Consulate in Lhasa.
It is possible to cross overland into North Korea. This must be done with a prearranged tour in Beijing. Many times travelers to North Korea fly in one way and take the train out the other way. The train from Pyongyang back to Beijing takes about 24 hours and is a great trip.
From May to early November it is possible to travel over the Karakoram Highway to and from Pakistan and Xinjiang, China. The Khunjerab Pass is one of the highest in the world at 4800 metres. It is best to arrange transport in Urumqi or in Kashgar. Remember to have your Pakistani visa ready before you arrive.
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Officially you can only take the train across the border at Manzhouli, Inner Mongolia, although if you have the proper Russian papers one can walk across pretty easily. Remember that visas must be arranged in Beijing first. Also the town of Manzhouli is pretty interesting and might be worth a day or two. The grasslands surrounding the town are some of the largest natural prairies left in the world. Running through Russia and China, the Trans-Manchurian train leaves the Trans-Siberian Railway route near Chita, continuing via Shenyang and Harbin in China.
Crossing at Friendship Pass, between Vietnam and China, is very easy. The border is open every day of the year 7:00am to 4:00pm. The best way is to arrange transport from Hanoi to the border. After crossing the border take a mini bus to Pingxiang in Guangxi Province. From there it is very easy to buy a bus ticket to Nanning, which run every half an hour all day long. Make sure you arrange for your Vietnam visa (visa upon arrival is not available at overland borders).
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