At a college stadium, where I had previously obtained permission (via e-mail with the facilities director) to bring my camera, the guys at the gate refused to allow my 300mm inside. I argued for a while and insisted they contact the facilities director, but they claimed I was "wrong" and refused. I tried to go to another gate, same outcome. They claimed I needed a "permit," and that the e-mail permission I had wasn't good enough.
So I go and put the big lens away and come back with my next-longest (at the time, an 85mm) figuring something is better than nothing. Once inside, I see many people with large zoom lenses on D-SLRs and was about to go and yell at the gate guys. Guess the white lens is what did it, because I saw people with zooms including 70-300mm's etc., including some with bags of gear they'd carried in.
The facilities director later apologized and told me he would "make sure the gate staff are aware of regulations" (which prohibit video cameras and tripods, but allow all still cameras). Since then, they have added a length restriction to lenses, I suppose to keep people from bringing the really big white lenses into the stands and bonking people in the head with them or something.
As for being asked to put the camera away, I have been at several events in which people all around are using their little P&S cameras and cell phones without objection, but the D-SLR gets an instant, "You can't take pictures," lecture. Sometimes I carry my S500 in my pocket for those occasions, but it's tough knowing I could be getting such better photos with my SLR and some real glass.