Only talking about the history of borders in Europe.

So actually the situation wasn’t so simple historically. We tend to think of borders throughout history as a line to describe where an empire/state starts and stops, but the first international border that delimitates clearly the extension of two bordering state dates from 1659 between France and Spain. Before that, there were some rare cases of an empire setting clear defensive forts to establish a protection from the outisde (like the Hadrien wall or the Limes on the Rhine). The reason why borders were so open and uncontrolled was precisely that they did’’t really exist. Countries were, during the Middle Ages a set of nesting dolls of domains, and the core element of such domains were castles, town and the surrounding fields and natural elements like forests or lakes etc. And in those cases, during the Middle Ages, if you were free to wander across Europe, you had to pass checks and controls with valid reasons or an entrance free to enter towns. So that’s the first part of the answer : people weren’t completely free to travel, the checks were set at town entrances instead of countries because borders weren’t clearly defined. Furthermore, some lords did set checks to their domains within a kingdom/empire during wartime or sometimes peacetime. The King/Emperor hardly had authority nor the manpower and means to control all its borders and its vassals were usually free to so for specific reasons.

Now as to when the border checks started, like most things about modern European societies, you have to turn to the 19th century. As states in Europe were more and more centralized, developed more power and bureaucracy, their borders also started to get more precise and clearly defined. Two factors come into play I’d say. Firstly, Nation-states developed a real consciousness of their borders as they became a real way of seeing the world. Nation-state = one nation, one state, one territory. So the territory was more clearly defined, became more important in people’s minds and so the border with it as a symbol and as a defining feature of this territory. Before that, realms were more thought of as domains, and which domains would enter which realm, with not so clearly defined territories for such realms as the links were mostly interpersonal (you served a lord who was vassal to a higher lord etc until the king/emperor) and the most evident territorial unit was the town and its walls. So with the 19th century, borders became more clearly defined between states and became an essential part of state power as states developed written and codified laws to be applied on the territory of the state. Before that, laws emanated from the kings rather than the state, and applied to subjects rather than a territory. Now in the 19th century we have more clearly defined borders that limit the extent of states and the implementation of laws on states’ territories. Furthermore, with more power to the state through laws, comes also stronger and clearer regulations on international trade. In the 19th century, borders were controlled to prevent contraband between states where regulations on certain products were different on each side of a border. The second factor, is the growing tensions in Europe between states on the brink of a war. Up until WW1, tensions were pretty high between countries and it became evident that borders defined clearly diferent territories. With tensions came also more control of who can go through the borders and for what reasons. But borders remained open, especially for immigrant workers in major countries like France and Germany. It was only after WW1 though that travel visas and generalised passport checks became common practice at borders.

That’s all I know for the history of border checks, hope it helps !