It's not unheard of, but it happens quite rarely. Violence, or threats of violence, typically leads to being escorted out immediately here in Europe too.
You are correct - when I was typing my previous comment, I had considered adding "unless criminal behavior is involved", but I thought it would make the sentence too unwieldy. If I could edit, I'd remove "unheard of" and replace it with "ridiculously uncommon"
Nothing - beyond professionalism. It is common for knowledge transfer to happen in this time, and any outstanding vacation days are usually taken at this time.
There's a huge cultural difference between US and Europe (rest of world?) when it comes to going to work after serving notice. It appears the employer/employee relationship is more adversarial, so much so that the employee is not trusted/expected to do the right thing after being fired (or after they quit) - the whole "immediately getting escorted out of the building by security" is unheard of in Europe.