Great article from Just Facts:
Opponents of President Trump’s plan to build a wall along much of the Southwest border often argue that it won’t be effective because many illegal immigrants enter the U.S. by using visas. Visas allow people to temporarily visit or live in the U.S., but every year, hundreds of thousandsof people don’t leave when their visas expire. No matter how strong or tall a wall may be, it cannot stop this activity.
Those who make that claim—including many media outlets and “fact checkers”—are misleading the public by omitting a key fact: Visa entrants are screened by the U.S. government to keep out foreigners who pose risks to the health, safety, or finances of Americans—while illegal border crossers are not.
This lack of screening allows known criminals and others who are likely to harm people to enter the United States, such as the hundreds of thousands of non-citizens who have committed violent crimes in the U.S. and been deported.