Has anyone here ever walked cross-country?

…and by cross-country, I mean actually across a country (or perhaps any other comparably absurd distance).

I was reading this article on Instructables the other day and I realized that I’d like to do something similar. I was wondering if anyone here on Fluther has ever embarked on a long-distance walking adventure? What are my odds of being arbitrarily thrown in jail if I do something like this some time after I graduate?