Walking or in a private vehicle. If you take a plane, use a private one that do not ask questions. Don't you notice that all airports are private companies? Once you buy a ticket you MUST comply their rules because you agree their terms. And those rules are also checkpoints of so called passports. It's all a private corporation but people do not want to see it. It all about a contract you consent. So stop consenting and do it in your way or renegociate the terms.

If you want to play by their bullshit rules with "countries" you can go further and apply what was agreed in 1933 in Montevideo, The Convention on the Rights and Duties of States. https://www.oas.org/juridico/english/treaties/a-40.html

aka your body could be your own country, if you know how to do it right. Wherever you go you are always in your country.