Visa for overland travel

I am traveling around Asia without flying, entering China from Laos to Kunming, exiting and reentering during my stay in China to HK (by train or ferry), Taiwan (by ferry), S.Korea (by ferry), N.Korea (by train), and finally leaving overland (by bus or train) to Russia. What kind of document can I show? Can I get the visa in Bangkok though I am from Denmark?
Kindly yours
Jan