Surprised that you haven't seen them... it's pretty much a regular thing in Albuquerque and Reno. Watch for them platform side as the train arrives. I was also woken up one time by Border Patrol on the Lake Shore Limited... that was many many years ago and like Willbridge mentions in the post above... everyone was woken up and the Border Patrol asked "are you an American Citizen." I mean technically the Lake Shore Limited travels along the Great Lakes that border Canada... but are there Canadians swimming across and then hopping on Amtrak trains!? ha.