This is an interesting question - and behind it there seems to be an assumption that (a) this might be desirable - possibly because (b) so much suffering in the world appears to be caused by borders, physical and emotional, between people. [If that was not your assumption - please accept my apologies - however I think enough people have that perception that I feel there is still some value in answering as if it were…]
The late, great Arthur C Clarke very much wanted a unified world government and believed that what was needed to create it was some sort of terrifying external event - like an alien invasion or an asteroid strike.
I have a slightly different perspective - as with free markets (now whether and where they exist is a different Quora question…) - there is genuine value to all participants to having competition between different states. Who has the best economic model? Who knows best how to deal with an aging population or a change in the labor market? What's the right way to provide health care?
In Guns, Germs, and Steel (1997 book) Jared Diamond (author) talks about how China missed out on a huge amount of economic and social development because of the dominance of one group in the Imperial Court.
Because different ideas weren't able to flourish in a competitive environment - as happened in the newly emerging mercantile kingdoms of Europe - basically whatever the ruling group thought went, and if they were mistaken…you're out of luck.
If - as well meaning folks throughout the world say - we respect and value diversity, we actually have to preserve and sustain it. I can see how people growing up in the shadow of the Second World War saw nation states and peoples differences as being the source of conflict and strife - but as examples like Yugoslavia and Rwanda teach us, trying to suppress differences is vastly worse and it's probably more accurate to say that the healthy expression of these differences is both valuable and necessary, and having different countries with different rules and values is probably vital to the ongoing wellbeing and survival of the human race.
To Paizli's point - I think that the meaning of borders changes all the time - in the European Union for example, people can pass freely through most borders - they only really signal legislative and taxation differences. The border between the US and Canada becomes more or less of an obstacle to movement depending on how threatened the US feels at any given point in time. Before the first world war British subjects would travel without passports - afterwards everyone needed one.
Anyway - excellent question and thank you for asking!