Mixed experiences in the last month:
1. TSA inspected my bag, but didn't leave a note. The way I know they inspected my bag is that they unlocked the built-in lock but didn't put it back. I didn't notice this for a while because it was still possible to engage the zipper pulls into the lock, but changing the combination made no difference whatsoever -- i.e. I could always open the bag no matter what the dials said because they had left the lock in the unlocked position. I Googled and found
this travel.stackexchange.com post suggesting that (a) they aren't even supposed to be able to remove the key in the unlocked position (b) you can just insert a small screwdriver or similar object and force it locked again and it'll work again (this may vary by suitcase? it worked for my Tumi). This was on a US domestic trip.
2. Different trip, same bag, basically identical contents, I *suspect* they inspected the bag -- I am OCD about resetting the dials to 0-0-0 and they weren't that way when I received the bag -- but can't prove it wasn't just slippage. This was returning from Europe to the US. No notice was left inside the bag. (I guess I also don't know whether it was inspected in Europe or on domestic re-check in the US)
3. Same trip as (2), my mom's suitcase had the TSA paper notice inside it that they inspected it. This explained why one of the zipper pulls was completely broken off and the lock no longer operable (couldn't be opened even after entering the correct combination). The note does indicate that although they regret it they will break their way in if they can't open the lock easily, for security reasons.