Upvote:3
I was in Panama in 2013 and was told it is not possible to cross the Colombian border by car/bus/train because there is no road in the middle of the jungle. In fact Wikipedia says about the Panama-Colombia border:
A hostile environment of tropical jungles. There is no road that goes to the border because the Carretera Panamericana (the road that crosses every central american country) is not finished. The only 2 borderline villages are Miel, in Panama, and Sapzurro, in Colombia, both in the Caribbean coast.
I guess you'll have to travel by sea or air from Panama to Colombia.