Try being an immigrant (illegal, or otherwise) in Italy, Switzerland, Australia, Japan or the UAE. After reading this article, I'd say having to present a few documents to prove legal immigrant status is not a poor trade-off to the alternatives around the rest of the world...
http://www.foreignpolicy.com/articles/2010/04/29/the_world_s_worst_immigration_laws?page=0,0
...the Italian government has instituted various measures aimed at curbing immigration. One of the harshest, passed by parliament in 2009, penalizes illegal immigrants with a fine of €5,000-10,000 and allows immigration officials to detain them for up to 6 months.
...tough new immigration law proposed by the SVP that is currently awaiting referendum. The law would allow the Swiss government to immediately deport all convicted criminals from other countries and -- depending on which specific provisions of the bill pass -- potentially their family members.
...collectively require the authorities to detain all non-citizens who are discovered in Australia without a valid visa. Between 1999 and 2003, the law was used to detain more than 2,000 child refugees from Southeast Asia and the Middle East who were seeking asylum in Australia.
...Passed in spring 2009, the law allows the Japanese government to pay $3,000 to each unemployed Latin American immigrant of Japanese descent (known as Nikkei in Japanese) and $2,000 to each of that unemployed worker's family members to return to their country of origin. The catch? These workers and their family members would be prohibited from ever returning to work in Japan. An estimated 366,000 Brazilians and Peruvians lived in Japan at the time.
...One of the toughest provisions in Emirati immigration law is the prohibition of foreigners from engaging in any sort of labor union-like activity. As a result, living conditions are often harsh, including 80-hour work weeks, back-breaking manual labor, and below-minimum-wage pay. It's not atypical for immigrants to live in "tiny pre-fabricated huts, 12 men to a room, forced to wash themselves in filthy brown water and cook in kitchens next to overflowing toilets."
http://www.foreignpolicy.com/articles/2010/04/29/the_world_s_worst_immigration_laws?page=0,0