I have had trouble trying to leave Germany without having been stamped in; especially trying to fly out of Berlin when I had come in to the country by train from the Czech Republic. No one even bothered to look at my passport on the train, but I was very closely questioned on departure, and fortunately I had all my paperwork (ticket and boarding card into Prague, hotel bills, train ticket) at hand. Finally they reluctantly let me leave, but it was not fun for a few minutes there.