There are some oddities with various outlying islands in Europe.

For example: The Channel Islands (Jersey, Guernsey, Alderney, Sark) are part of the UK for Immigration purposes but not for Customs purposes (as they are not part of the EU). The same goes for Denmark and the Faroe Islands - the Faroes are part of Schengen (so no Immigration controls for arrivals from anywhere in the Schengen area, not just Denmark) but are outside the EU so there are customs controls. I also remember going through Customs controls when flying from Svalbard to the Norwegian mainland some years ago.