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There are vast areas of the border between Maine and Canada that do not have border crossings. However the border is monitored by electronic sensors and video cameras. So yes, it is possible to walk, through the woods or a field, into Canada, but the Border Patrol will know you've done it and come looking for you.
Not to long ago, in the border towns, security was not an issue. Infact Maine towns and Canadian towns viewed each other as neighbors, similar to how we feel about going from our local community to the next. In 1909 my great grandparents, who were citizens of Houlton Maine went to Woodstock New Brunswick, just across the border, to get married. No one thought anything of it then.