The same thing can happen in Ho Chi Minh when you can take a train to almost anywhere in central Vietnam like Da Nang. If you are in Ho Chi Minh City you can also consider taking a bus to Phnom Penh for the week-end and even though it is only five hours away you can take the night bus and end up in Cambodia in the early morning. The only problem with the bus is that you could end up being woken up at the border to do paper work just as you are trying and probably beginning to fall asleep!
Airplanes are also great and quick and cheap but you do have alternatives that might end up being more fun and cheaper.