Not a ticket, but at least an encounter to relate. One weekend when I was living in Fort Collins, CO I decided to do a short mini-tour loop:
Friday afternoon: Ft Collins to Cheyenne (~50 miles)
Saturday: Cheyenne to Laramie (~50 miles)
Sunday: Laramie to Ft Collins (~70 miles)
Anyways, when I got up in the morning there was a strong west wind and I just wasn't looking forward to fighting it all day - so decided to cut short this mini-tour by riding back to Fort Collins.
There is a spot where alternatives on the CO/WY border narrow to just a few choices: I-25 and US-85. That morning I chose I-25. Cycling on I-25 is legal in Wyoming as well as the last 11 miles of Colorado (mile marker 299 south to exit 288). I was cycling south at about mile marker 291 when I came past a large truck that had rolled and was on side of the road. The truck driver was standing there dazed but otherwise ok - and with him were two Colorado State Patrol officers with two State Patrol cars.
It seemed like they had enough on their hands, so as I cycled past I looked back on the lane and otherwise planned to just cycle past and let them do their jobs. However, as I got close one of the cops yelled out: "get off the interstate!".
So at that point, I stopped and in polite and calm voice let him know that Colorado DOT bike maps indicated cycles were legal from mile marker 288 to the border - that there was a yellow "caution bicycles" sign back two miles back at exit 293 and that at the next exit 288 was a "bicycles must exit" sign. It was all in a polite matter of fact way - and the trooper then apologized for yelling at me with a comment of "I just hadn't seen anyone out here before". It was otherwise a short - but constructive conversation.
Otherwise, I really haven't had encounters with law enforcement other than friendly and curiosity type encounters. I had the largest # of curiousity encounters in Russia where local cops might be out with radar guns looking for speeders. They would see me coming past and wave me over - only to ask all the standard curiosity questions everyone else did e.g. "where are you from? where are you cycling to? how will you get back once you get there? etc"