I've had cord caps come with missing screws or screws with stripped threads (where the thing would just keep turning after it was tightened all the way). These were mostly Nema 1-15 caps.

One bakelite lampholder I bought for a table lamp came with an improperly cast shell (big crack around the nipple that screws into the threaded pipe in the lamp.

That's about it...I've taken them back to the retailers who exchange them with no problems. But usually you find out about missing terminal screws when you're settling down to do your project way after the store (on the other side of the city) has shut down for the night. :\