New Mexico, Utah, Arizona, and Colorado in America. Yas they're not countries…but they're the only ones I can think of! x]

Tough to define it as intersection of "national frontiers", but…
the Antarctic territorial claims of five or six countries (Argentina, Australia, Chile, France, New Zealand, United Kingdom) all meet at the South Pole.

I say five or six, because the UK claim overlaps the entire Argentinian and a portion of the Chilean claim. So, if the UK claim is fully recognized, then it wipes out the Argentinian claim, so there are only five.

However, there are still two unclaimed areas that reach the South Pole. These could be the subject of claims by one, two or more countries in the future, so it could eventually wind up being more than six.