Uh, you can get smuggled into the US via the Mexican borders for like a couple thousand bucks. There's a whole industry around this. The people who do the smuggling are called 'coyotes". Any serious terrorist is already here, via that border.

Also, so what if anyone can come and go. You live in a town or city, right? So the adjacent towns, they let you just waltz in and out of them right? They "don't control who comes through." Is that so terrible? Do you think your town should have a big wall around it and strict security cause you're worried about a potential fugitive slipping in? No, that's stupid. It's just a really inefficient/cumbersome way to deal with the problem of criminals. Instead, you leave society open and free, and when a criminal pops up, you track him down, arrest him, stick him in jail or whatever. You don't wrap everything up with giant walls and security just cause sometimes there are criminals.

"I'm totally against an open borders policy." That's cause you're severely underinformed. Please see my other comment: https://news.ycombinator.com/item?id=9769632