Yes.. with border police it seems to be REALLY important not to say anything that could annoy them!

I personally know two different (British) people who got refused entry to the US because they complained and were a bit rude about the (totally absurd) entry requirements there (finger printing people and generally treating tourists and business travellers like criminals). One of them I am not surprised, but the other one is a very normal person, not prone to rudeness at all and a frequent business traveller.

My dad joked with border police in West Germany during the cold war and they actually refused him entry from East Germany to West Berlin. I am not sure what he said exactly, but knowing him it was probably a very bad joke in rather bad German. He had to to interrupt a business trip and go back to Sweden and change his passport.

I heard of one person (relative of a friend) who was entering the UK from South Africa and was asked if she had any contagious diseases. She said "Just cholera and typhus", or something like that, as a joke.. The border guards refused to accept that she was joking (a boring day at work, maybe?) and she was refused entry and sent back to ZA. She had planned to visit relatives in the UK. Lesson, never ever joke with border guards anywhere!

On the Lonely Planet forum there are lots of stories about English speaking people who get singled out and terrorized by border police in the CIS countries (not Russia in particular). The theory is that the guards overhear conversations in English and decide to try for a bribe, or that they simply don't like the English speaking countries and take that out on the tourists.

On my trip through Eastern Europe, I had no trouble worth mentioning. In fact, I have personally never had any border trouble that comes to mind right now. I think border trouble can be avoided by avoiding jokes and being very passive and do exactly what they say even if it seems stupid and irritating.