not at the US embassy, at the border checkpoints lol, just a stamp and log something in a database, it's not the feds once you are on the other side of their boundary anyhow

also let's assume you don't already have a warrant out but expect you may soon, then it gets you through the first anyway

and besides this

if you can get in without one just sorta walk backwards through the procession of arabs and chinese people who are going in without any documents, casual like, you know, do a michael jackson impersonation