I imagine it would look similar to what the US has built on some stretches of Arizona and Mexico, either having holes for animals to pass through or like this:
but, I don't think it'll be built. Many people don't realize that the border of Mexico and the US is about 2,000 miles, which is about the distance from Tijuana Mexico to Chicago Illinois.
WSJ has this helpful image to show if you pulled the end of the fence and stretched it end to end across the US, what it would divide:
Now, imagine trying to secure that distance.