I had a bag checked by Japan Customs once when coming back from China. I was traveling very light (just a duffel bag) which might have raised suspicions.

A lawyer who I know also got checked by Customs on his way back from China. He said that he had about a hundred bootleg DVDs in his bag so he simply put his hand over it and said "I'm a lawyer!" and Customs let him through.

Another guy I know had his suitcases checked when returning from a family vacation to South Africa. He was carrying a large quantity of frozen meat wrapped in plastic. Customs saw the plastic in his bag and asked "Is this food?" He said "Uhhhh... yes?" They zipped his bag up and sent him on his way.

So you might have a bag checked, but there isn't much to worry about unless you are carrying drugs or something...