When I crossed over from Kazakhstan into China I got the most thorough luggage search I've ever had (never been to the US). Everything taken apart and went through; I was carrying the card game Citadels and had to struggle a little to explain what it was (my fault - I speak neither Kazakh or Russian nor Chinese, he spoke a little English). It was all very professional and courteous, and actually over quite quickly, but it was thorough, and having soldiers in uniform going through your stuff while you stand there in your pyjamas is always going to be a bit intimidating.
I've only ever had my luggage searched at customs in the states...multiple times, very thorough. I think they were looking for pirated DVDs or something.