There are land border checkpoints. The Belarus side mostly doesn’t check a thing, however the Russian side has started to perform checks, due to Belarus’ new “5 days visa-free” rule.
Russia and Belarus do not recognize each others visas and do not have uniform immigration law. Even more so, those land checkpoints are not considered “international” checkpoints and crossing the land border is technically off-limits for international (as in not citizens of either Russia or Belarus) travelers even if they do have both visas. One land checkpoint does have “international” status, and that is the one that’s located on the edge of three borders (Russia, Belarus and Ukraine).
Otherwise, travelling by air seems to be the only legal way to do it.
Since you don’t need visas for either country, you might (or might not) be totally fine pulling that off though.
I’ve put a video on the issue — my trip to Moscow by land and return to Minsk by air (BY passport). Main points:
Russia and Belarus together form The Union State.
There is no passport control between the borders.
However, the countries still don’t recognise each other’s visas, as per http://ria.ru/world/20151001/1294534717.html via http://en.wikipedia.org/wiki/Visa_policy_of_Russia, as such, although you could easily cross the border (similarly to The Schengen Area), you may (or may not) get in trouble should a random document check reveal that you don’t have a valid visa for the country you’re in (although I guess the migration card might (or might not) be enough, as the blanks are valid for both countries).
There is no passport control between Russia and Belarus. When entering either country, you’ll be given a migration card which is valid for both. Still, there may be arbitrary check by immigration authorities on train (I myself never saw that happen even though BCh train tickets bear no name) or upon arrival by plane (came across that on one occasion), presumably to check that everyone who needs a visa has one.
Updated in December 2017:
The answer above was written in 2015 and seems to be no longer valid.
Credit:stackoverflow.com‘
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