>in
>Arizona, on I-10, border guards stop all traffic.  I suspect that they think
>if you're illegal you just tell them.  Personally, I found it a bit intrusive
>to be asked where I was going and where did I come from and things got a
>little bit worse when I started asking the "guard" why he needed this
>information.

You sure it was Arizona and not California? California has agricultural
inspection stations on all the major interstates. It may seem like  they're
giving you the "papers please" number, but really they only care if you're
bringing potentially pest-infested produce in from other states. Pretty
sure the Border Patrol has never put up check points on intra-US highways
like the 10.