Not sure about that. After Apple refused to help, the FBI claims to have hacked that iPhone anyway, with a tool developed outside the government.
https://www.theguardian.com/technology/2016/apr/27/fbi-apple...
I think the downvoted parent is relevant in that they mightn't make the effort for a 'normal' person.
Windows Phone user here. I know for a fact the SD card you put in your phone is encrypted and can only be decrypted in the phone itself[1]. I don't know for sure about the internal storage; it's supposed to be encrypted if you use a screen lock on your device but I have no easy way to test that. Regardless, if they can force you to reveal your pin/password you're hosed anyway.
[1] "Can't be decrypted" assumes, of course, that the government wanting to decrypt it doesn't have an agreement with Microsoft to hand over the private key or otherwise provide access. My understanding is that Microsoft's position lately has been "no warrant, no access" but that could just be lip service. In either case, Windows Phone is a dying platform and anyone security conscious enough to worry about border crossings would hopefully have something more inherently secure anyway.
[1] https://blogs.windows.com/windowsexperience/2017/01/12/annou...
http://www.ghacks.net/2010/11/13/windows-phone-locks-in-micr...
http://www.card-data-recovery.com/unlock-windows-phone-7-car...
My personal knowledge starts with 8.1. At least since 8.1 - so practically any relevant phone sold or in use today - the SD card has a hidden encrypted partition which holds apps moved to the card and a public partition for user data (photos, downloads, audio, video etc). This public partition with userdata is not encrypted and can be read at any device.
In the coming W10M update it's possible to encrypt the whole card again, so e.g. photos are protected.