In Norway, there is a thing called "BankID on mobile", which is used for 2FA by government services, along with any companies requiring authentication with person's ID. Examples: banking, insurance, health and vehicle registration: you initiate a log in using either your personal ID or a combo of phone number+birthdate, and you receive this interactive, full-screen flash SMS asking you to ensure that a certain word combo matches, and to confirm the action with your PIN. To be clear, the interactive part does not come with some app, but it's a feature built into most smartphones.
This thing drives me nuts when traveling: it is slow when abroad and costs money. What's worse, is that it only works with a physical SIM, so I can't easily use a local SIM abroad. There is an alternative way of authenticating using a code-generating unit, but it is not perfect - you can only have one of them at a time, they're really fragile and non-waterproof.
What I'd like would be to leave my SIM at home, preferable inside of a hardware SIP gateway from Aliexpress, and proxy those prompts through a Telegram bot.