Besides being an incredible destination, Malaysia is also a popular country for travelers in Thailand who need to visit for a visa extension, new visa, or 30-day entry stamp in their passports. (Note that you only get a 30-day stamp if you fly into Thailand; land entries will net you only 15 days. More visa info here.)
The fastest way is taking a flight from Kuala Lumpur to Bangkok or vice-versa. When I needed a new entry stamp, I flew directly to Penang for a long weekend. If you need a visa, the Thai consulate there can issue one, but note that it doesn’t currently give multiple-entry visas — for that you’ll need to head to Vientiane, Laos. Plenty of cheap, direct flights also go from Bangkok to Kuala Lumpur, where you’ll find a Thai embassy.
A more scenic and atmospheric journey is by train. From Bangkok to Butterworth (for Penang) is 23 hours on the International Express. If you want to take the train all the way to Kuala Lumpur, you’ll have to transfer in Butterworth or Thailand’s Hat Yai, which is about a 15-hour ride south of Bangkok.
Another option is to take the bus from Bangkok to Malaysia, but with cheap flights or comfortable rail options, there’s really no need to subject yourself to such a long ride. If you really must, then catch a bus from Bangkok’s Southern Bus Terminal (do not go through Khao San Road operators) to Hat Yai, where you can arrange transport (including minibuses) to Butterworth.
[Photo credit: @Saigon, Flickr]