I have found out that Latvia held an orienteering event where the athletes might run into Estonia last year, Latvian Orienteering Championship 2017, long distance.
The information said, "in the north – Latvia-Estonia border is located." In the course M21E, the straight line from point 6 to 7 cut through Estonia territory, although the points themselves were in Latvia.
The GPS tracking showed the vast majority ran on the border, while the more adventurous ones actually ran into Estonia to save some distance:http://www.tulospalvelu.fi/gps/2017latLongM/
Are there more examples of such events where athletes run between sovereign countries?