I've traveled all over Europe and North America and have taken a lot of trains. Not once did I have to remove my shoe, scan my baggage, or had any kind of liquid restrictions.

Concerts and things like sporting events in the US typically require any bags to be clear and only be of a certain size. They may also be checked. No outside liquids are typically allowed (mainly to avoid alcohol). Usually people are at least wanded to prevent weapons, but sometimes metal detectors are setup.

You're very fortunate, you'll have to teach us your ways some day

There are even restaurants in London you can't get to without going through a scanner. E.g. half the restaurants at The Shard.

But to give an idea of how idiotic it is: Those are on the 32nd and 33rd floor. Next door is the Shangri La hotel of The Shard, where you can walk straight in and take the lift to the 31st (no scanners), and change to a lift for the 52nd floor (no scanners).