Land travel between Malaysia and Thailand are relatively cheap, easy, comfortable safe compared to many other border crossings in South East Asia. Here is a list of easy border crossings that you can make between the two countries.
Bangkok to Penang
There is a daily train service that runs from Bangkok railway station to Penang and vice versa. The trains have sleeping berths, and the journey takes around 24 hours. The journey is rather scenic, perfect for those who are looking for some R & R.
Hat Yai To Kuala Lumpur
There is also a daily train service that runs between KL and Hat Yai. The journey takes roughly 12 hours or so. You can also make this route by bus. There are dozens and dozens of buses running this route every day.
Koh Lipe to Langkawi
There are 2 ferry services running between these islands every day. The service only runs during the dry season (Mid-Nov to April or so). This is one of the most convenient border crossings ever. There are no elaborate immigration and security checkpoints both on the drop off points on both islands. The captain of the boat merely collects your passport, walks into the immigration office and get your passport stamped. No ques, no security scanning; easy breezy. This is also one of the most expensive border crossings. The short 45-minute boat ride between the two islands will set you back appox RM130 one way. If cost is not an issue, there are boat services running from Langkawi all the way to Phuket, vice versa, and many islands in between, during the dry season.
Sungai Kolok to Kota Bahru
It is not advisable to take this route due to the volatile security conditions in that part of southern Thailand. Steer clear of this area and take other routes instead.