First of all, @austingirl said "borders" which you transformed into "wall" for the apparent purpose of ridiculing her comment. The border between Canada and the U.S. does indeed exist and is generally respected by those on both sides of the border. It exists as an actual border.
The border between Mexico and the U.S. is not respected, and is a conduit for drugs, human trafficking and illegal alien entries. In order for it to be a proper border, it does need a wall, or fence, or whatever.
Right. We aren't generally chasing Canadians around in the snow because they were sneaking in...
The border is well enough respected to enable patrols and other surveillance to do the job. OTOH, the southern border is being overrun. Maybe DHS would have more agents to ferret out the visa overstays if they weren't so busy picking the people up who had just walked in illegally. A wall would help cut down on the walk-ins a lot. Hungary did it in the face of the Muslim invasion from Africa, and it worked! Better chasing 1% instead of the 100% they'd have had to deal with otherwise.