One of the more amusing stories came from a foreign attendee at this year's Who Do You Think You Are? Live! show. I'll leave her name out of this but I did hear the story from the person directly.
Upon landing at Heathrow, she went through the normal inspections at Immigration and at Customs. When approaching the Immigration inspector, the first question asked was, "What is the purpose of your visit to England?" The response was, "Who Do You Think You Are?"
There was a bit of a pause as the Immigration officer considered that answer. In fact, the officer's back appeared to stiffen just a bit as she apparently thought the visitor was questioning the motives for the question.
The visitor quickly realized what she had just said and then blurted out, "I mean... I mean... the genealogy conference sponsored by the popular television program called Who Do You Think You Are?"
The immigration officer visibly relaxed a bit and said, "It's a good thing you said that. I thought you were being cheeky with me."
The moral of this story is: think before you speak.