Not in a "high" security building you wont I remember going for an interview at huntings (an arms manufacturer) and I never got inside the main site the interview was in a room of the gate house.
I work for a company that has relatively high security and there are specially designated rooms that are located in the lobby area only for interviewing. YMMV
I went for a job interview with the UK Ministry of Defence, at a naval base. Once passed the gate house (with only an invite letter) I was free to roam the base. This was pre-9/11.
