globe = ParametricPlot3D[ GeoPositionXYZ[GeoPosition[{lat, long}]][[1]], {lat, -90, 90}, {long, -180, 180}, MaxRecursion -> 4, Axes -> None];
Show[Graphics3D[{Yellow, Thick, Line /@ Map[GeoPositionXYZ[GeoPosition[#]][[1]] &, Join[CountryData[#, "Coordinates"] & /@ {"UnitedStates", "Canada", "Mexico"}], {-2}]}], globe, Boxed -> False]