While we're on the topic of getting hassled by agents and the likes of them...
I did a quick run of bgo-osl-nyc-toronto-iad-ams-zurich-hamburg
-cph-bgo a few years back and the only place I got problems was a few funny queations from imigration in the US.
In terms of the US nowadys, I guess you woudl be flagged for every possible extra search and get a wonderful row of S'es on top of your boarding cards, but in the end, just make sure you have an hour to spare in case you get "pulled over" and need to explain yourself.
Apart from that, going turnarounds in places like Columbia, Israel and a few other places like it, would be asking for it