Many US airports, especially away from the coasts, don't have any immigration/customs facilities, instead flights from Canada to the US go thru US customs in Canada (make sure you get to that flight early) since it's cheaper to put US facilities in a relatively smaller number of Canadian Airports
I recommend caution when asking the agents at Shannon if the Republic of Ireland still has sovereignty from the United States of America. In my experience, it hits a nerve.
The Bahamas also has US customs there. You do the immigration part before boarding your plane. And you land on the US on a domestic terminal and don’t go over customs.