I do, and I'm not in a particularly big state (small New England one.) Yet I pass empty miles and miles of forest, often without a single building in site. Even in normal streets I can go fifteen minutes down my road by car, and the houses thin out to nothing.
Unless you restrict the world to maybe what, the 100 most dense megacities, there's insane amounts of empty land out there. We are not that dense. The owning and restricting of land through law in many ways seems to be more a part of capitalistic society than a requirement; people have to own land to make money or not make money.