Just had this happen to me at Marriott Nashua, NH a few months ago as I tryed to check in around midnight. "Oh. you're not due in 'til tommorrow night, Sir! We are all full tonight. I'm so sorry, we are completely booked."
Naturally, the written conformation I'd twice requested never came. Fortunately, I did have the conformation number handy as is my usual pracice (since I'm always afraid of this stuff). The front desk clerk (miraculously ?) found a room (from someone else?). Being Marriott Marquis CL Black I'm sure did not hurt either.
as I've said before, occupancy levels are rising and service levels are falling throuhgout the industry. I can't hurt t try to protect yourself by carrying the written confirmation or in lieu of this a confirmation number with you!