You should be fine to travel by bus since you are nowhere close to the US border. Having used Mega Bus myself, I can say that they aren't interested in your status.
This general advice does not create an attorney-client relationship.
I agree with my colleague.
(213) 394-4554 x0 Mr. Shusterman is a former INS Trial Attorney (1976-82) with over 35 years of immigration experience. His response to your question is general in nature, as not all the facts are known to him. You should retain an attorney experienced in immigration law to review all the facts in your case in order to receive advice specific to your case. Mr. Shusterman's statement above does not create an attorney/client relationship.