Yeah, how're are they going to do that, set up check points on the interstates, back up traffic for miles?
I've actually seen that done, however. Going into California from Arizona (on both I-8 & I-10) the state Department of Agriculture has a checkpoint asking if you're bringing any fruits or vegetables into the state.
So, if they can do it for agriculture they can do it for the vaccine, I suppose.
If I was taking a road trip and didn't want the government all up in my business, I would find a way to slip over the state lines on the two lane country roads.