It's happened in almost every country outside the EU that I've been to (other than Switzerland, natch). It's very common. In fact, if you have an ESTA travelling to the US it's only really like that the first time you use it. I've cleared JFK from being on the plane to being in the cab rank in about 15 minutes as recently as January. Canada was very similar to the US in its practices (I didn't need a visa, but they asked more questions than the US border guys ever have). When I went to China I had to give my passport to the Chinese embassy in London for a week before hand.