From Bangkok or south Thailand, travel by road if you want to go to the Malaysian border states of Kedah, Perlis or Kelantan. Border crossing and checkpoint by way of Perlis is through Wang Kelian and Padang Besar, Kedah through Bukit Kayu Hitam and Kelantan through Rantau Panjang.o Malaysia: Fly into Malaysia if you want to go to Kuala Lumpur or to the many international airports in peninsular Malaysia (West Malaysia) or to East Malaysia (Sabah and Sarawak). You can fly from Bangkok daily and directly to KLIA (near Kuala Lumpur) or Penang Island (northern part of W. Malaysia).