Well, obviously Trump knew you couldn’t build a wall over a mountain or river, but I think Trump meant that promise about building the wall fully, though.
I'd be happy with a wall (or one hell of a barbed-wire fence) along the mountains, and parallel to the rivers.
Here's a picture of the fence on the Hungarian border, built to keep the Muslim "immigrants" out. Looks good to me. And the dog is a nice touch.
Rivers make good moats in front of 40 high walls. The Rio Grand is fetid creek in parts anyway.