Unauthorized international migration to the advanced countries has become increasingly more costly and indirect. The hazardous land and sea routes that pass through one or more transit countries offer liquidity‐constrained individuals an opportunity to economize on the pecuniary cost of migration as well as to work along the way to pay for the next leg of the journey. This paper analyzes the optimal behavior of transit migrants and examines its implications for the effectiveness of immigration control measures of the transit and final‐destination countries in deterring unauthorized migration. Strengthening of border controls at the final destination is shown to increase the relative effectiveness of internal enforcement measures of the transit countries, while tougher internal enforcement in the transit countries increases the relative effectiveness of border controls at the final destination.