Certainly two factors are (a) being a repeat guest and (b) the time you arrive (earlier the better - as these often come down to first-come, first-serve situations).

I've only been walked once - actually worse, just told no room, syonara. This was at the InterContinental Barclay in NY. I often travel home to NY on a redeye from the west coast, and rather than journey up to my home in Westchester from JFK, I'll just get a room at a hotel near my office for a few extra hours of sleep.

I showed up at the property at 6am, and was first told I had no reservation for that evening. (The desk clerk didn't seem to get that my reservation was for the current night, not the next night.) Providing my reservation number helped him find the reservation, at which point he told me I'd already been charged for the night (as a no-show). When I asked for the room that I'd been charged for, he told me they gave it away, as last night was a very busy night. There was a long line of checkers-out, and I asked when housekeeping started. Sadly, not till 9am - so earliest a room could be ready was 10am.

No sympathy, no apology, not even an offer to find another hotel. And - the clerk wouldn't refund the charge - insisting I hadn't shown up. (Subsequent calls to the hotel manager did get a prompt refund, and a promise that this will never happen again - a promise I've chosen not to follow up on.)

This situation is doubly frustrating, because I advise the hotel when I'm booking that I'll be arriving very early the following morning. They've figured this out in Europe, just not NY.

What I do now is have my assistant check me in when she's on her way home the night before (now at the W on Lex, no more I/C), so I beat the first-come, first serve game. (Having my assistant check me in has gotten me some jabs at the office, but this is purely above board.)

On the other side of the coin, I used to be a regular at the Rihga in Manhattan (5+ stays a month). I could show up late, without a reservation on full night, and always got a room. One time it was a meeting room with a murphy bed, but it was a clean room with all the amenities.

The old night manager there (pre-Marriott days), Heather (who's now at the Waldorf, last I knew) told me they'd rather walk someone unknown to them than turn away a regular in need. (They frequently asked me to try to book in advance, which I tried to do from time to time.)