Arriving in and departing Myanmar by land to/from China, India and Thailand is possible, although for Chinese and Indian crossings you will need a permit.
Crossings from Bangladesh and Laos were not available at the time of research, but this could change. Check the situation at your journey-planning stage, as border crossings do close from time to time.
At the time of research there were entry and exit points at six locations along Myanmar's land borders. No bus or train service connects Myanmar with another country, nor can you travel by car or motorcycle across the border – you must walk across. E-visas are currently only available at the following Myanmar–Thailand borders: Tachileik, Myawaddy and Kawthoung. For other crossings, have your visa ready in your passport before you get to the border.