Depends on which third world country. I've actually looked into this. I know a few people in a few countries that could help me do this. Even then, it's not as easy as you may think unless you're willing to break a bunch of laws in a third world country as a foreigner or have a bunch of money. The consequences are pretty high for getting caught.

Then there's always the matter of getting caught and deported 20,30,40 years down the road. I've seen it happen. No matter how comfortable you get this will never stop looming over you.