This past Sunday, headed DCA-PVD via US, this really happened:
Agent: Are you checking any luggage?
Me: No, I have no luggage.
Agent: Did you pack your luggage yourself?
Me (surprised): I have no luggage.
Agent: Has your luggage been out of your control at any time since you packed it?
Me: I said I have no luggage.
Agent (doggedly): Has your luggage been out of your control at any time since you packed it?
Me (exasperatedly): Ma'am, I HAVE no luggage!!
Agent: Well, we are required to ask anyway. Please answer if your luggage has been out of your control at any time since you packed it.
Me (gazing directly into eyes of agent):
Agent: Well, have you had your handbag with you at all times today?