Considering that the US requires fingerprinting and photo's of non-citizens that enter the USA, we are lucky we are not treated worse then we are when we travel overseas's. Entering various other countries I have had to prove that I held a return ticket. Ironically the original post mentioned Air New Zealand(and while I love New Zealand, very pretty country and friendly) they were one of the countries I have been to that wanted to see my return to the USA ticket before they would let me in(that was in the customs area in Auckland).
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