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Many countries have a bizarre rule requiring you to have a round-trip flight and a hotel reservation to apply for visa, even if you intend to travel by land. Even if you don't need a visa, the airport staff might not let you on the plane without a return/onward ticket (see here or see here). One way around is to get a "fake" flight itinerary (at your own risk):
https://web.archive.org/web/20180701154843/http://whitemonkeytravels.weebly.com/west-african-visas.html
https://caravanistan.com/visa/
Visa requirements on Wikipedia
Entry requirements for airline passengers
BENIN
Visa Touristique Entente (VTE) for Burkina Faso, ?Niger?, Benin, Togo and ?Ivory Coast?, apply in one of the 5, ~45$ 60days, uncertain if it exists (2018)
e-Visa/on arrival: 60$ (? 2019) https://evisa.gouv.bj/en/
BURKINA FASO
Bamako: 42$ (2017)
Visa Touristique Entente (VTE) for Burkina Faso, ?Niger?, Benin, Togo and ?Ivory Coast?, apply in one of the 5, ~45$ 60days, uncertain if it exists (2018)
Burkina Faso is a good place to get VTE (2017)
BURUNDI
70$ (?) in embassy, can be 14 days, at border(??) 40$(??) for 3-day transit visa
CAMEROON
N'Djamena
Lagos, Abuja or Calabar in Nigeria: 90$ next day (2017)
Libreville: 90$, same day
Brazaville: 130$, 48-hrs.
CENTRAL AFRICAN REPUBLIC
Yaounde: 95$, 2 days. Kinshasa: 150$, 3 days
CHAD
Abuja: 15$, next day
CONGO-BRAZAVILLE
Lome (2017), 100$(?)
Libreville: 50$, one day
Kinshasa: 80$, 2 days
CONGO-KINSHASA
In neighboring countries or at the border only if your country doesn't have an embassy: 35$ (2011) (100-200$??)
Contonou, Benin (2017)
Virunga National Park border (only for North Kivu province): 50$ (105$?), need Nat Park trek permit
E-visa 250$ (2021): https://evisa.gouv.cd/helps/a-propos
DJIBOUTI
Nairobi: 60$ 2 days
Addis Ababa: 60 or 85$
eVisa (2018) https://www.evisa.gouv.dj/
on arrival at airport (??)
EGYPT
25$ on arrival or e-visa (2017): https://visa2egypt.gov.eg/eVisa/
ETHIOPIA
on arrival or EVisa (https://www.evisa.gov.et/): 50$ only if arriving in Addis Ababa airport
Khartoum: 40$ same day (Jan 2018)
Tel Aviv: 30$ same day (not any more?)
Nairobi: 40$ (not any more?)(letter of introduction from your country?)
Cairo: 30$, same or next day (not any more?)
GABON
Lome or Yaounde: 90$ (2017)
Brazaville: 60$, 1 day
On arrival ?
e-Visa: 70Eur, https://evisa.dgdi.ga/
GHANA
Need to get it in home country (?)
Ouagadougou: 45$ (60$?) two days (2014) (can be denied 2017)
border (rarely issued): 150$ on arrival (2017)
GUINEA
Bissau: 53$, 1 day (2017)
GUINEA-BISSAU
Ziguinchor: 35$, same day (2017)
IVORY COAST
Visa Touristique Entente (VTE) for Burkina Faso, ?Niger?, Benin, Togo and ?Ivory Coast?, apply in one of the 5, ~45$ 60days, uncertain if it exists (2018)
Accra: 50euro
e-Visa (73Eur, must arrive via Port Bouet Airport) (2019): https://snedai.com/e-visa/
KENYA
On arrival: 50$ visa or 20$ 72-hour transit visa (2018)
51$ eVisa
Addis Ababa: 50$, 1 day (2015)
100$ 90day East Africa Tourist Visa for Uganda, Rwanda and Kenya (eVisa) (2018)
LESOTHO
eVisa: 150$, 72 h (2019) http://evisalesotho.com/
On arrival Maseru Bridge border crossing (uncertain)
LIBERIA
Freetown: 120$, 1 day (2017)
LIBYA
eVisa: 63$ https://evisa.gov.ly/
MALAWI
On arrival: 50$ transit (7 days), 75$ single
MALI
Dakar: 17euro (2017)
Nouakchott: 17euro, 24h (2017)
MADAGASCAR
eVisa/on arrival: 37$ https://www.evisamada.gov.mg/en/
MAURITANIA
on arrival in Nuoakchott
Rabat: 100$ (2017)
border with Morocco: 55euro, uncertain (2017)
MOZAMBIQUE
30-80$ on arrival (uncertain) or consulate
NAMIBIA
Pretoria: 40$ (Aug 2018), 2-3 working days
NIGER
Visa Touristique Entente (VTE) for Burkina Faso, ?Niger?, Benin, Togo and ?Ivory Coast?, apply in one of the 5, ~45$ 60days, uncertain if it exists (2018)
Abuja or Kano: 15$, 48h
NIGERIA
Only trainsit visa if applying outside home country (?). 7-day visa from embassy, 48-h visa at airport, same day 51$ (2019)
Bamako: 145$ (2017), Yaounde: 80$ 48h
Accra: no letter of introduction needed
RWANDA
100$ 90day East Africa Tourist Visa for Uganda, Rwanda and Kenya (eVisa)
On arrival: 30$ (2019)
SIERRA LEONE
Banjul: 100$
Monrovia: 100$
SOMALILAND
30-70$ on arrival(?) or embassy. Djibouti: 31$, 24hrs
SOUTH SUDAN
Khartoum: 100$ (letter of invitation from your embassy, 1-2 days)
100$ on arrival border with Kenya and Uganda (???)
E-visa: https://www.evisa.gov.ss
SUDAN
letter of recommendation from your embassy
30-60$ to register after arrival within 3 days (depends on location)
~100$ ~14 days-2 months
Berlin: 40euro
Cairo: 200$(?) same day
Aswan (best place): 50$ 5 days or same day, don't ask for letter of recommendation (jun 2018)
Addis Ababa: 68$, 1 day (2018)
Nairobi: 55$, next day (Sep 2018)
TANZANIA
50$ on arrival (2015)
eVisa: https://eservices.immigration.go.tz/visa/
Nairobi: same day (2015)
30$ transit (14 days)
TOGO
on arrival 25$ or 30$ (2017)
Visa Touristique Entente (VTE) for Burkina Faso, ?Niger?, Benin, Togo and ?Ivory Coast?, apply in one of the 5, ~45$ 60days, uncertain if it exists (2018)
UGANDA
50$ eVisa/on arrival (2019) https://visas.immigration.go.ug/
100$ 90day East Africa Tourist Visa for Uganda, Rwanda and Kenya (eVisa or at border) (2017)
ZAMBIA
eVisa: 50$ https://eservices.zambiaimmigration.gov.zm/
50$ KAZA Uni-visa on arrival/eVisa for Zambia and Zimbabwe (cancelled?)
ZIMBABWE
eVisa: https://www.evisa.gov.zw/
50$ KAZA Uni-visa on arrival for Zambia and Zimbabwe (cancelled?)
30$ (55$?) visa on arrival (2015)
AZERBAIJAN
eVisa: 20usd, 3 days (2017) https://evisa.gov.az/en/
BANGLADESH
15euro, on arrival 50usd
You must pay a departure tax when leaving the country by land, paid in cash at a bank.
CAMBODIA
on arrival: 30usd (35$?)
e-Visa: 36$ https://www.evisa.gov.kh/
CHINA
difficult to get outside your home country (2017)
need insurance
Do not say you're going to Tibet or Xinjiang in your visa application.
Hanoi: 30$ 4 days (often rejected, 2017) https://nomadasaurus.com/getting-a-chinese-visa-in-hanoi-vietnam/
HK: 73$ 3 days (112$ for next day, 2017) http://bio.visaforchina.org/HKG2_EN/
Poland: 52$ (2017)
Sydney: 100aud (50aud?) (4 days, 2018) http://sydney.china-consulate.org/eng/lszj/sfbz/
24/72/144-hour visa-free transit (varies by city): you can leave the airport, need an onward plane/train/ship ticket: https://en.wikipedia.org/wiki/Visa_policy_of_China#Visa-free_transit
Shenzhen 5-Day Visa on Arrival (from HK, valid in Shenzhen only): https://www.travelchinaguide.com/cityguides/guangdong/shenzhen/visa-on-arrival.htm
Tibet (2019): Must join a guided tour. Must have Tibet Travel Permit (takes a few weeks, you need a Chinese visa first). Additional permits: Aliens' Travel Permit (to travel outside Lhasa), Military Area Permit (to travel to West or East regions of Tibet). See map. Permits can only be obtained from local travel agencies when buying a tour. It may be possible to "disappear" from your tour and travel independently, but you will have to bypass many checkpoints. Overland travel from Yunnan or Sichuan not allowed for foreigners.
http://www.cafespinn.com/en/tibet/
INDIA
eVisa: 50usd, 4 days, some airports only (2017) https://indianvisaonline.gov.in/evisa/tvoa.html
IRAN
on arrival at airports (and by land??): 75Eur (55eur??)
embassy: 50eur (need Authorization Code from mofa)
IRAQ
On arrival or eVisa: https://evisa.iq/en $50(?)
IRAQI KURDISTAN
free visa at airport
JORDAN
on arrival 56$
Jordan pass (www.jordanpass.jo): 99$ includes visa fee and gives free access to many tourist sites (2018)
LAOS
30 or 35usd on arrival
e-Visa: 45$ (2019) https://laoevisa.gov.la/
MONGOLIA
Irkutsk
Ulan-Ude 30$, 3 days (Jul 2018)
Erlian
MYANMAR
evisa 50usd, 3 days (airport or land) https://evisa.moip.gov.mm/
to India: need permit to get to border (50usd, 3 weeks to process)
OMAN
on arrival: 13usd (10 days valid) (2017)
e-Visa: https://evisa.rop.gov.om/
PAKISTAN
e-Visa/on arrival: 35$ (2019), https://visa.nadra.gov.pk/
Delhi: 5-6 days (different for foreigner)
KL: 7-10 days (not sure if foreigner can)
Warsaw: 40usd http://www.podrozuj-i-zyj.pl/indie-2014-autostopem/jak-zdobyc-wize-turystyczna-do-pakistanu-poradnik/
PAPUA NEW GUINEA
eVisa: 50$ (free if arrive by airport?) https://evisa.ica.gov.pg/evisa/
Jayapura: free(??), 10 days (?), same day(?)
SAUDI ARABIA
eVisa (2019): 124$ (includes insurance) https://visa.visitsaudi.com/
Khartoum: Transit visa (need visa to a neighboring country, e.g. Jordan)
Women under 30 need to travel with a male "guardian" and dress "modestly". Non-Muslims are banned from Mecca and Medina.
SYRIA
Security clearance from embassy: 60$, can take weeks (2019)
Must join an organized tour (? 2019)
At border: Only if your country has no Syrian embassy (50–100$)
Istanbul(??): 30Euro, 1 day (??)
TAJIKISTAN
eVisa: 50usd , all border points (2017) https://www.evisa.tj
on arrival: Dushanbe (35$ or 45 euro)
TURKEY
eVisa (multiple-entry): 20usd (2019): https://www.evisa.gov.tr/en/
TURKMENISATN
3-7 day transit visa, ~55usd, 10-20 day processing + registration on arrival (~12usd)
Apply in Tehran, pick up in Mashad after 7-10 days
Tashkent: ~20 days
Dushanbe: ~7 days
Apply in Dushanbe, pick up in Tashkent?
Pre-approved visa can be picked up on arrival.
UZBEKISTAN
eVisa: 20$ (2018)
VIETNAM
E-visa: 25USD , can enter/exit only some border points (2017) https://evisa.xuatnhapcanh.gov.vn/
Phnom Penh (48h), Battambang (48h), Sihanoukville: 40USD (60$?), same or next day extra 10$
consulate can issue a visa on a separate document (saves a page in your passport).
Vientiane: 70usd, next day
Luang Prabang: 40usd (3 days), 50usd (next day) (70$?)
GUYANA
Paramaribo: 30$, one day
SURINAME
Cayenne: 40euro (multiple entry), same day (Jul 2017)
e-Visa: 29-59$ (2019) https://suriname.vfsevisa.com/suriname/online/home/index
USA
160$ 10-year B visa (2019).
Warning (2019): The USA has the most ridiculous visa requirements, even requiring your social media accounts, past email addresses and past phone numbers. You must come for a visa interview. The USA has a list of countries it does not like (currently Iran, Iraq, Libya, Somalia, Sudan, Syria, Yemen, North Korea). If you come from, or even visited any of these countries, you may be refused a visa. The fee is non-refundable. People flying into the US can get interrogated for hours at the airport, causing them to miss their flights.
SCHENGEN AREA (29 countries)
90 Euro
Warning - crazy requirements: roundtrip plane ticket, hotel booking for the entire stay, interview at Embassy, cover letter, bank statement, evidence of employment, health insurance... Even people who meet all the requirements often have their applications rejected. Rest of the world: please impose reciprocal visa requirements on EU citizens until they change this policy.