Actually Trump has said that it doesn’t need to be along the entire border because there are hundreds of miles where the natural barriers are pretty much impassible.
The most impassable part of the border would be the mountainous area around Cochise County, AZ. Yet, that is one of the most active areas for illegal crossings -- precisely because of its remote and difficult landscape. The rest of the Western Border is mostly open desert.
Fact is, the wall needs to extend unbroken from the Pacific to El Paso.
From there to the Gulf, a wall is impractical -- since the border is a river, the Rio Grande. Since it's the only water source for miles, you can't deny access to livestock or wild animals.
As the Israelis have demonstrated along the Jordan, river borders can be effectively defended with mobile troops and technology.