横穿马路 Emphasize on the way you cross the road, usually means you don-t follow the zebra line but cross the road when there are cars. 过马路，doesn-t emphasize how you cross the road, but just a statement to say cross the road.

横穿马路(unlawful deeds)，一般是违规违法的，要受到处罚。 过马路，一般指正常情况下的通过马路。