There is an international sleeper train from Vientiane to Bangkok, you get stamped in on Nong Khai railway station. I did this 6 months ago, immigration dude asked me 'where you stay Thailand', I said 'with my lady in Surin', he bellowed 'madame Surin, you have madame Surin', I chortled 'yes madam Surin'. He licked his lips, gave me a wink, a wai and a warm 'welcome to Thailand '. Plus a 60 day stamp.