I interviewed for a software engineering position with Goldman once (in London). The process spanned several weeks of phone interviews with people in the UK and US (I lost track of the count), followed by a full day of back-to-back interviews on-site with 12 different people - some via video conference with New York. Questions were extremely diverse, both wide and deep. Early on in the process I decided to look at this like a game and try to actually have fun, which I did... I had fairly positive feedback along the way so I thought I was doing well ALL the way until the next-to-last interview with someone in NYC on video link. I was sitting there in a room, waiting for that next interview... the person on the other side was taking longer than the others to show up. About 20 - 30 minutes into my waiting, someone I had not seen before walked into the room and informed me very matter of factly that we will not be proceeding with the last interview and he will escort me on my way out of the building.
To this day I have NO idea what happened. I never heard back from them and the recruiter wasn't able to provide me with any further feedback when I asked.
I thought maybe they saw me on camera taking a photo of the Goldman-branded water bottle on the table while I was bored waiting... Or someone was digging and saw an anti-Trump tweet of mine. Or whatever.
Would have been more fun for me to turn them down after this whole madness (which I fully intended), but I didn't get that pleasure :)