Hmmm. Not that I would ever actually do this, but if I were going to try, in the US the first hurdle is getting a social security number. I would ask a foreign student who is here on a J-1 visa to apply for a ssn with her documentation, then assume her identity when she left the country, change "her" name, move, and live for a while elsewhere in some small town as an American, getting a bank account, driver's license, etc. After establishing that identity as a cover, I'd pack very lightly and drive down to Mexico for the weekend, but not come back. I'd keep driving south, then try to get a job on a boat heading south to Brasil, then Buenos Aires. Yup.