You never know what's coming up! Last year I was going back to Nepal and at the port of exit, they asked me my passport, obviously, my visa was expired and to my surprise, they asked me legal documents regarding my status in US, I had it  with me, so wasn't a problem, but if you are illegal, then it's better to avoid such circumstances and travel by personal car or public transport like Greyhound and Amtrak. I am sure, you don't want to risk your stay in US!