Flew to Seattle, rented a van, and drove to Vancouver to visit my uncle a few years ago. My father was with us, and wanted to buy duty free cigarettes for my uncle, so we followed the signs to a duty free shop, paid for the cigarettes, and were directed to drive on and pick up the goods just before crossing the border.

So, we miss the pickup, continue on, and are waved through to Canada, then make a U turn as soon as possible as my father insists on getting the cigarettes, drive back to the border and get waved hrough US immigration. Turnaround, and drive back looking for the pickup point again, and again we miss it! Another series of U-turns, no questions at the borders. 3rd time, I tell my father, this is it, they've have got to think something's fishy if we do this any more. This time we find the right spot, pickup the cigarettes and continue on our way, again getting waved through Canadian immigration/customs.

The only time we get stopped and asked questions is a week later by US immigration, going back to Seattle.