In Portuguese we call it marginal (which I would say relates to the word margin, i.e at the border of something).
No result from Google Translate felt as the right answer.
We may say for example Vou pela marginal which means I'm going to take the __ road.
edit My bad, I posed the question wrong I guess. I forgot to mention that what I had in mind was roads at the coast, I'm not sure every country has roads at their borders (probably not), but countries with beaches usually have roads for better access. So I meant, roads touching the ocean or something like that. Coastal road/highway would be it.