I had went for interview to do programming many many many many years ago. And there is no MSDN

Here is a list of programming test interview I knew of:
1) Computer Based Test
There is a company that give 3 hours of technical and programming interview question to candidates. Basically you have write some sql, module codes, VB codes, C++ codes, and etc.
2) On The Spot Programming
There is a company that ask you to write a program on the spot. They provide you a PC, programming question to begin with. The worst part is that they don't have MSDN !!! Arggg...
3) Paper Test
They give you a programming question to do. You just write the program on the paper.
4) Bring Home
They pass you a programming question to be done at home. Once done, send the program to the interviewer.
5) Q&A
They will get a very technical guy and post you programming question. And he will evaluate whether you really know the stuff or not.

It depends on company especially on programming question. Basically it all drills down to logics. Good Luck

Dude, you went for the programming test already?