Many standardized math tests (the ACT, the SAT, and AP exams) allow students to use graphing calculators. The most common model here in the U.S. is the TI-83/84 family. I suspect many test proctors do not know how to check these devices for programs that may be used to cheat on these exams.
No, I have not had to deal with this particular problem... this year.
I have a classroom set of calculators on which I periodically check to make sure there are not any programs or apps that might help students cheat. Every time I administer an assessment, if a student uses their own graphing calculator, I walk around the room and physically check for programs and apps that might help them cheat.
Here is a PDF I made on how to check for cheating on the TI-83/84. This covers programs only. A student could potentially download an app with content disallowed on a test. To look at the apps, a teacher would need to press the APPS key and look for suspicious apps that are not standard installs on the calculator.
I have also posted images from the PDF below.