Not sure if it counts as a first day, but a third interview had me gone. I was quite late and they told me I was out of the running. Reasonable enough, but the company was in the middle of a move, so this interview was in a different location across town from the first two, and the only indication of where it was taking place was a tiny sign stuck in the ground. I must have circled the parking lot 10 times.
It was for the best because I later learned the work conditions there were rotten.