Not that I've ever been asked, but I include in my resume a link to my modules on the CPAN.

I believe what has worked best for me were people telling good things about me to my current employer.

2) Has an interviewer ever asked you for proprietary code? What was your response?

No. Never.

3) Do you keep code you have worked on in the past, even if it is just for reference and you have no intention of showing it to anyone?

Given that I used to make backups of our stuff at my previous job and that I kept it at my home (backups next to the server are not particularly good in case of a fire, for instance) and that I still keep them... I have to say yes, I do. But I'm not planning on giving it to anyone else. OTOH, I might end up working there again... one never knows...

Another thing is: I like to have my previous code for future reference. I might want to rememeber how I did a particular thing... and I don't think there's any harm in that... it's just me, looking at the code I wrote...

4) If so, do you think this is a normal or common practice among programmers?

I believe that those who don't keep code from previous employers are not actually avoiding doing that... they merely... don't do it! It's not like it's premeditated!