It depends. The only games I thought of making were alternate reality, mindfuck, travesty of universal law Cthulhu Mythos style games. In this version, you walk into an endless wasteland, made entirely of doors, each door shows you a differnt horror, a different way to death and insanity.
The doors are the boundaries, and the way forward as well.
If it was a fantasy game. I'd have a race of Giant's surrounding the area, pissing their territory lines onto the ground. Step over, get pissed on.
If it was modern, my boundary would be space. I'd discover a way to allow the player to go, literally, ANYWHERE in the world. Except space.