NAIROBI, Kenya - From the Red Sea to Lake Victoria, the Horn of Africa is one of the few places in the world where, if careful, a traveler can move 1,400 miles across four countries without producing a passport or encountering a single government official. These footpaths, back roads and rivers have been used for centuries by merchants and slave traders, explorers, smugglers and bandits. Rebels easily sneak around the central governments in the big cities. So could any traveler. Even a terrorist. Corrupt governments, porous borders, widespread poverty and discontented Muslim populations have created a region ripe for Islamic...