Mexico borders Arizona to the south
Nevada, Arizona and Oregon.
Canada shares Montana's northern border.
Germany shares a border with the Rhine islands.
Arizona
Arizona shares its Southern border with Sonora and Baja Califoria, Mexico. To the North Utah shares its southern border with Arizona, and Arizona's western border is marked by the Colorado River to form a border with California and Nevada. The western border of New Mexico is the eastern border of Arizona and Colorado and Arizona touch each other at the Four Corners Monument.
Arizona shares a common border with Sonora, Mexico.
Arizona shares a border with southern California.
Mexico
Finland
The country you seek is Canada.
Yes, it shares a 389 mile border with Mexico.