Somehow the notion became prevalent that libertarians/Anarchists are for wide open borders and no immigration control simply because we don't believe in the state. Apparently many American "Libertarians" hold that view.
While there is freedom of movement, individuals and security firms can certainly enforce border security. Removing the state only decentralizes the means of control and shrinks the borders. Privatizing the function may allow for better immigration control in some situations.
You control who enters your own property obviously, and it's likely that communities will make rules (voluntary agreements) among property owners about who they want to let into the town or neighborhood.
If I have a bunch of farmland and fly in 300 third-world immigrants to work the land, people in the area will hold me responsible for keeping them from endangering the safety of others. If they start causing trouble, my neighbors will wall off and put up extra security at my border. They may also discourage people from buying my produce.
As a rational business owner, I would work with the other nearby residents so it never gets to that point in the first place.
This is a hypothetical - certain situations may call for more or less systemic control - but implementation of systems doesn't require the state.