The one time I took a train between Germany and the Netherlands, there was a border control, which consisted of some Bundesgrenzschutz (border police) agents walking through and asking to see passports or national identity cards. From what others are saying, it doesn't always happen, but it will happen from time to time.

However, I agree that it is far more likely that you will be woken up by a conductor for a ticket check - the train crew does change at the border.