I'm a natural born U.S. citizen from the Canal Zone (former U.S. territory). I get harassed quite a bit whenever I come back to the U.S. from overseas. The last time I was brusquely asked if I was a natural born citizen or had been naturalized at some point. I responded, "I was born in the same hospital as John McCain." The officer let me through after that retort.
In my experience the CPB is the worst customs agency in the world and I'm an American. Natural born, of course.