Living in NYC might not subject you to routine searches, but that seems to be more of an issue of practicality than legality. Living in southern Arizona does in fact subject you to routine searches.
I have been personally stopped near the AZ/Mexico border (maybe 15 miles away), questioned before being allowed to drive away, and I have never actually crossed that particular border.
Nothing. CBP asks questions. The drivers refuse to answer. CBP gets their supervisor. One guy asks the supervisor for proof of his citizenship. All the drivers get waved through within a couple minutes.
They key appears to be not to pull to the side of the road for extended questioning, because as long as you're in the main lane, you're holding up traffic.
I have been personally stopped near the AZ/Mexico border (maybe 15 miles away), questioned before being allowed to drive away, and I have never actually crossed that particular border.