We can travel by road to Canada and Mexico.?
Well, theres no way to get to Canada by road except through the US. And unless youre coming from Central America, same is true of Mexico. So, if the country of your nationality requires a passport (which is almost always the case) and a visa (which varies by country) then, thats what youd need. If youre a US citizen, then you wouldnt need a visa but youd still need a passport, passport card or Enhanced Driver License. A regular driver license would not be sufficient.