The front desk at my university's library was lending pen drives to people who needed to get scans off the copy machines (which were not connected to the network, for some reason). Abandoned pen drives were put into a drawer and recycled in this way.
The pen drive I was given was unusually large and had the name of a Chinese university on it. When I plugged it into my MacBook, I was asked to choose a layout for the new keyboard. It turns out that there are pen drives that actually contain two USB devices, a mass storage drive and a keyboard, and the keyboard part can be programmed to type rogue commands at night (I guess Windows doesn't alert you that loudly when a keyboard is connected, so it's more likely to go unnoticed).
I tried to get someone to help investigate this possible rogue device, but nobody cared. I wonder if it was an espionage tool.