A few times:
1) My dad and I were on a meandering road trip when we happened to see a sign for Y-12 in Oak Ridge, TN. Being an engineer and a science nerd, he got all excited about wanting to stop and see the home of the Manhattan Project. We knew Y-12 was a military installation, but Dad's retired DoD with an ID card that gets him onto bases all over the world. So we rolled up to the gate. Dad showed his ID and said we just wanted to look around. The guard asked us to pull over. He took Dad's ID and driver's license and my driver's license and asked us to wait. About 10 minutes later, he came back and returned my license. Went away again. About 20 minutes after that, he returned Dad's documents and took a photo of him. Then instructed us to immediately turn around and leave, and told us we could visit the public visitor's center a few miles down the road in town. It was at the visitor's center that we learned that Y-12 is now the National Nuclear Stockpile!! No wonder they wouldn't just let us look around!
2) We were nearly kicked out of New Orleans a couple of weeks after Katrina. We had put everything we owned in storage a few months earlier and gone to Florida to be with family when my mom unexpectedly passed away. After the storm, we came back to bring supplies to a diabetic friend who hadn't left, and to check on our stuff. We were stopped on the way into town by two National Guardsmen who pointed locked and loaded M-16s at our heads. We calmly explained the situation, and after taking down our friend's name and address, allowed us to pass.
3) I was kicked out of the hospital where my then-boyfriend was in critical condition in a medically induced coma. His extraordinarily dysfunctional parents had spent three days loudly fighting with each other at the hospital, culminating in a literal fistfight in the parking lot. At one point, his mother decided to turn his care over to me. His father decided that meant I was trying to "steal his son" (my bf was 25 years old) and rallied the rest of the family against me. When I didn't back down to threats of being shot by my bf's brothers, the father went to the hospital administration to have me banned. It was a horrible situation, but at least it woke me up to the fact that getting involved with that family could be hazardous to my health, so I walked away.