To be fair both the US and EU are a federation of states (the latter sharing aspects of a confederation as well 1. In the US all state borders do look like this, so in a way free travel among the ‘independent’ states is allowed the same as in the posters picture.
The border-free zone is called the Schengen area. There are still some EU member states that aren’t included. Euronews article
“Austria has blocked the accession of Romania and Bulgaria into Schengen, the passport-free area that has abolished border checks between the vast majority of EU member states.”
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