Personally I have not experienced this or know anyone who has (I'm in EU if it matters).
In response to the original post: In each case you refer to a recruiter. Is this an external recruiter (and always the same one) or an HR person at the company you wish to work for? If it is (an external recruiter) then I can imagine it being something that has little to do with you (Maybe the recruiter is requesting advance payment or unreasonable amounts, demanding all further communication go through them to ensure they get paid/have evidence of having "recruited" you, have terms that say they get paid if an interview takes place or whatever).
If that is not the case it seems odd to me that you wouldn't simply get some kind of message along the lines of:
"We are sorry for your inconvenience but we have already filled the position in question. The interview will no longer be necessary."
[edit]: clarification
Sorry about that, that’s just kind of how it works. It’s like looking at Expensive House A, Budget Nice House B, and Potential Cheap House C. Check out all three before deciding.
No matter what you hear about it being a hot job market, always know that it’s the company that gets the luxury of shopping around, not the candidate. It’s still a buyers market.