I have a friend who is white and never had been to the US before. He was crossing in Montana from Alberta and was told to go home, because they were not going to let him in. He had a job interview for a very prestigous company, and was going to stay a little longer in California for vacation. They told him no, he had to go home and was going to be denied access should he try again at that crossing.
Also, I used to work with a lady who was dating a man in the US, so she went often. She was going to move down there to be with him permanently, and when she went to cross, they told her no, strictly because she had travelled there so many times in the previous year that they thought she was "dealing drugs". Anyways, she ended up not going there, he ended up coming here, but honestly, she was heartbroken.
There was also an article in the Edmonton Journal recently about a man who was asked to be the primary speaker at a large Photography conference in the US (Chicago, I think). At the airport, they asked him if he was going for business or pleasure - he answered business. They asked him for his temporary work visa, since he was getting paid a little for doing the conference (mostly to pay for his lodgings and food). When he could not provide the visa, they denied him entry into the US. He said from now on, he will lie.
Personally though, I have had wonderful experiences getting across the border, never had a problem. But, there always is a story of bad experiences that we will continue to hear. Unforunate, but they do happen.
J