Setting map boundaries

This is more a conceptual than a technical question.
How you guys usually deal with this?
I know about blocking volumes but invisible walls are sad.
I think they are a decent solution for an island, but for a continental map is a very cheap way to deal with the problem.
Cliffs are ok but takes a lot of time to deploy and also eat valuable FPS.
Any other way or technique I’m not aware of?

I think the only way to do it properly is to give an explanation to the player that would make sense in the game. Fantasy and sci-fi obviously are easier to deal with because having force fields, barriers and so on limiting the player to go beyond map borders is a simple obvious and effective trick. Still the player must me limited to go any further at any cost but of course giving a good reason to the limits placed on a map is what can make the difference and the player would accept it regardless of knowing that maps really can’t be unlimited in 3D games (runtime procedurally generated new map levels can create the illusion of an unlimited map but that can’t work for any game type)