To put a proper criticism of the current system together would take me pointing out premises and assumptions that people do not even know they have. I'd have to start by sharing some history going from the Peace of Westphalia to the end of WWII to talk about how the current notion of nations and borders developed.
Then I'd put my case together that I think there's some fundamental human rights that I reckon everyone should have, that no local government should have any jurisdiction over. One of those, of course, is full mobility like I put above, but also free speech, free assembly, and so on. Then I'd mention that localities could make local laws to handle things a bit different and specific to the particular place.
Finally, I'd take some guesses about how this would happen, where some set of armed group(s) or allied nations would declare a global constitution that all people had a right to, and a slow change would take place. Or perhaps decentralization of information makes enforcing borders effectively pointless. Or maybe warfare evolves even further away from conventional warfare as seems to be happening now.
Who knows? It's a complicated mess of a topic. I just think it'd be a really nice thing :)
May be in the future, when a country have all power over the others; or all the countries have the same power.