It is possible to travel by bus from most of Thailand’s neighbors

From Malaysia, one can cross north by bus to Thailand at various border checkpoints in Songkhla, Yala, and Narathiwat provinces, although most busses will head to the hub of bus travel into, out of, and around southern Thailand, Hat Yai.  

Busses from Laos originate in Vientiane and cross the Mekong River to the Thai border town of Nong Khai, where they continue for a two hour ride to Udon Thani, from which visitors can arrange other busses or air travel to other parts of Thailand.

The primary route an a Cambodian bus to Thailand is at the border at the towns of Poipet-Aranyaprathet.  This is the border for those leaving Siem Reap or Battambang via land, though they must cross the border on foot and arrange onward travel from Aranyaprathet to other Thai destinations from the bus station on the Thailand side of the border.

Travel by bus from Myanmar to Thailand is not practical or convenient for visitors.