This country was made by immigrants, that doesn't mean there is no law. USA   also have  rules just like every other country when it comes to immigration. Even Nepal have rules.we don't live in past but we live with present law.People who have immigrated here in the past century did come with proper documents. Look at Australia,the country made by  immigrants but when it comes to immigration they are the toughest, they will deport the illegal,likewise Japan and many European Country.