Depends on your timespan. In the modern era only failed states that can’t actually secure their own borders have unfettered immigration; but it’s pretty rare for people to want to go into such countries.

Scroll back a few centuries, and what we’d consider to be “open borders” was much more the norm.

Then again, a few centuries before that and the vast majority of residents in Europe couldn’t legally leave the land that they were on, forget the concept of immigration. Leaving town could make you an outlaw, let alone your country.