About this subject, a small story.
Last September 2009 I´ve done all the moroccan mediterrean coast, until Saidia, looking for a small boat and a fisherman, to cross me and my heavy GS to Algeria. The trip was very nice, but nobody was available to my idea! The boats owners said It was a crazy plan, almost suicide, even for half the price of the ferry ticket. "When you put a step on the next beach (Algeria), you go to jail and they will shoot me! It can looks a smart idea in Europel but here it´s a non sense."
That river gorge is just 2-3 km outside Saidia. I was there a few times, it´s on the road from Oujda to Saidia. The roads are very very close, with a car park and Morocco and Algeria flags, side by side. Moroccans go there and stop the cars just to say hello to Algerians. You can hear some dialogues, sometimes small songs made in the moment. There is no phisical barrier, just a small river that you can cross without need to swimming. But, avoid problems out there!
Alentejo - Portugal