It is very easy to leave the US. You literally just get in a car/bus and cross the border into Mexico. When I crossed most recently, the agent on the US side simply demanded, I think, $3 to use their bridge. On the Mexican side, the border agent opened a few doors on my car while I occasionally let my foot off the brake to keep the line moving, in the most low-effort pantomime of checking for contraband I’ve ever seen. A few years ago when I went through the Mexican border checkpoint, there was literally no one there. Once on the Mexican side of the border, I went to get a tourist visa and vehicle import permit - though, honestly, this chore is almost entirely optional since you can easily avoid the checkpoints where they check for this paperwork, and if you get pulled over without it, you just bribe the cop to leave you alone.
If you have a passport, you can also just buy a plane ticket to literally anywhere.
These modes of leaving the country will almost certainly not change much in the near/mid term, even if the US does become more authoritarian. The transport of people and goods into and out of the country is a huge factor in our economic productivity. If Trump actually shut down the border and restricted international flights, he would lose middle america due to interfering with their vacation to Cabo, he would lose working class America because tons and tons of factories and extraction companies would shut down overnight, he would face riots in every border town as people would be unable to go to work, see family, or visit their preferred doctor, and the american billionaires would have him assassinated as they watched their stock prices plummet. It’s not gonna happen.
Imagining Trump did do this, though - his “Border Wall” is a joke. The US-Mexico border stretches thousands of miles, and along most of the border there is just a fence - if that. If worse came to worse, the fact is, there are already networks of coyotes who would be more than happy to take your money to smuggle you into Mexico just as readily as they would smuggle you out.
Suppose you leave the US and end up in Northern Mexico. Now what? Well, from there you can start building a new life for yourself. Many countries are happy to take US nationals for an indefinite period of time on working visas. You could also try petitioning other nations for political asylum if you feel it is justified. Almost any skill you used in the US to make money will be useful in other nations as well. If you have some amount of savings, you could live frugally on the outskirts of a friendly mexican village in a cozy (if not plumbed) casita for years. During this time, you can build up your social network and learn spanish, and even if you have no paperwork and no legal right to be in the country, fairly easily find some work that will keep you fed and housed.
I, personally, have quite a lot invested in the US and would be loath to give it up. But if my friends started getting disappeared, you best believe I’d be bouncing asap.
I mean, it isn’t something I would do all willy nilly. But what I thought you meant was that Trump/ICE would physically stop you from leaving the country in the same way that Putin tries to stop Russian citizens from leaving, and my point was that this is extremely unlikely to happen in the near future.