When it happened to us on the freeway between Nogales AZ and Tucson AZ, cars were being directed off the freeway and up the offramp for checking.
The officer asked 'Going home?' (we were driving a CAL-registered car). I said yes, to LAX and then home. My Brit accent must have been my ID and we didn't show any documents.
Is that freeway the only road in the US where distances are marked in km instead of miles?
Then there was the border check between AZ and CA, in case we had an apple ...