Those Swiss!
I remeber skiing from Italy down into Zermatt years ago. There was a Swiss border station at border which was reached after skiing down a glacier. The Swiss guard there did stamp our passports with a special stamp. Ten feet past the border was a chocolate stand on the snow! It was a lot of fun!
Anyhow, with the Common Market the Europeans have pretty much gotten rid of border crossing formalities. So, no stamps. But, you can certainly ask for one and usually you will get it.