I'm a US citizen and strangly, US immigration almost ALWAYS stamps my passport when I Re-ENTER the USA.
As for departure stamps, they are not commonly used in Western Europe. But I travel frequently to the Middle East and just about every country there, a departure visa is required to board the plane. Not only that, but many countries you also have to pay for an exit visa (or departure tax) to leave their country! In Jordan, for example, you pay about $8 USD departure tax, and from the counter to the plane, about 10 different people will look at your passport to make sure you paid the $8!