There are no state borders to cross within the USA.
You can travel between states freely after US Customs admits you.
Only international borders exist. Territoriality, on land, Mexico and Canada.
Schengen Visa Countries List - Schengen Area
That is not all within the EU.
Visas are routinely granted at the borders between the USA/Mexico/Canada however a USA/Mexico/Canada Passport Card/Passport book is needed now.