i glitched through the ground earlier fell half way through the mountan but then landed right next to the border wall and couldn't move from the spot.
and yeah i'm pretty sure you can cause in oblivion if you jumped over the towns walls then you could get passed the border walls and go to every province.
unless they some how did some thing that if you made it it over the walls of what ever town you still couldn't get passed the borders.
Towns are seperate worldspaces without the bordor walls. They should in theory have collisions keeping you IN the town, but once you get out the world is your oyster. A very low poly one, but an oyster none the less.