Help! OSPF neighbors and internet!

I can't figure out how OSPF forms a neighbor relationship with another router that is in another city. Like does the packet has to go through multiple ISPs right? Is this done through a combination of MPLS, BGP, and GRE?

For example,

Router 1 is in San Francisco and Router 2 is in Las Vegas. (How do they form neighbor relations ship?)

Also, how would I make router 1 get its internet from Router 2? (Default route/Gateway of last Resort?)