Just a reminder, I have 2 friends got security checks in TJ in the past and have to stay there for a while until they get their visas, although most people can still get back without any delay, so they can wait in US till the check is done and then drive back to TJ to get visas.
As far as denies, I heard you cannot get back. Please check with INS or DOS. This is the changed policy after 04/2002.
Please check on BBS and also go together with other people...