It was a big problem in Las Vegas during the real estate crash. A lot of empty homes and a population of addicts led to a lot of homes being stripped of all metal. But the problem wasn't just in Vegas - even here in rural Utah. We had a highway expansion project two years ago that left some houses condemned and vacant. People came in and took everything, not just metal. Windows, light fixtures, even the vinyl fencing in the yards. Here, it wasn't so much addicts but immigrants from certain lawless countries.
I'm not sure about other states, but here they have enacted strict laws that require recyclers to get identification from all people recycling metals, and they are required to report anything suspicious to police.
Here in PA I have not been asked for any ID for scrap metal. It may depend on what you bring in. If it looks like you tore new copper pipe out of somewhere...they will probably ask. The scrap yard is really busy. It does not look like anything sits around for very long.
I once thought of selling scrap gold that could be scavenged off electronic parts and other similar stuff, but it never really took off. The amount of real gold in these things, I guess, is too less to make much out of.