Sure but if you happen to be in Hong Kong, which you can just fly into as an American with a standard passport, and you want to go to Real China and didn't bother with the Visa interview, then you actually can with this "one weird trick"!

It's certainly a hard border, Shenzhen is as China as Tijuana is Mexico. So if you're in HK and have a day to travel around, give it a go, it's a fun adventure.