The best example I can think of is Macrovision. Every DVD recorder and digital video capture device I've come across detects Macrovision.
With one video capture device I reviewed several years ago, the Macrovision detection was so sensitive that a noisy source would easily trip the detection (bottom of this page).
On the other hand, as the watermark detection is done through audio, it does make removal a lot easier, since processing and recompressing an audio track takes a lot less processing power and time than dealing with a video watermark. Plus, should this protection ever be enforced on TVs, just route the audio through an amplifier instead.
On the other hand, phones and tablets are a little more complicated, especially if playing a stream from an unofficial source that turns out to be watermarked, e.g. YouTube clip using watermark-protected audio. So in future, could end up having dual-purpose custom firmwares for handheld devices - Root access and removal of watermark detection.