With respect to previous posters: they are wrong.
The customs guards cannot take your
TN "visa", because there is no such thing. What you get is "TN status" which is essentially a number attached to your name in some database. Once you have your TN you are "safe" for three years. However, they can and probably will revoke your TN status if you violate the terms of it, such as by taking a second job without getting another TN for it.
I also believe they can also revoke your TN for any reason at all, though that never happened to me or anyone I know. I have heard of a TN application being rejected because the poor bastard had too many TN's (eight I think), and USCIS questioned his intent: they decided this guy was planning to stay in the US permanently and therefore needed an H1B / green card. That's why I got an H1B last year. I was worried they might revoke my TN suddenly even though I had two years left on it.
Remember that there is no such thing as "renewing" a TN -- every TN is a new application and is treated as such, meaning you need all your original documentation even though it hasn't changed since your last (six) TN applications. They do, however, look at how many TN's you were granted to see if you are becoming "permanent" and can deny your application on that basis.
FYI because of the lousy economy, they aren't filling their H1B quotas and so there hasn't been a lottery in 3 years. Get your H1Bs while you can!
Anyway, what the customs guards wanted to take from you was your I-94. This is a required piece of paper for any visitor to the US, and remember as a TN, you are a visitor. When you leave the US, you give them your I-94. If you return to the US, you get another I-94 and start the process again.
When you get approved for TN status, you get an I-94 as part of the normal requirements to enter the US. It probably has your TN number on it, but it is *not your TN visa* because as I said, there is no such thing.
In fact,
airlines are required by law to take your I-94 whenever you leave the country, even to Canada.
That being said, you can (and should) get your I-94 stamped MULTIPLE ENTRY and then airlines usually leave your I-94 alone, but even then, some ticket agents will insist on taking it. This happened to me once.
If a ticket agent does take your I-94, it's more of an inconvenience -- when you re-enter the US, you must fill out another I-94 card and the customs agent will staple it into your passport and write your TN number on it. Ask it to be stamped MULTIPLE ENTRY so you won't have to go through this procedure again -- unless you get another overeager ticket agent.
One customs agent took my I-94 when I returned from
Europe and told me MULTIPLE ENTRY is only good when returning from Canada. I had to fill out another one. Fortunately, I always fill out an I-94 and have it ready, just in case. This prevents a walk to the back of the customs line and a missed connection flight. I have only needed my spare I-94 twice but I still do it.
Remember as a TN you are always a "visitor" and so the multiple entry stamp is a convenience for you and (presumably) reduces their paperwork, but it is not a requirement.
FYI I have done 8 or 9 TN's and gone in and out of the US dozens of times to Canada, Mexico, Europe, Asia, and Australia. My wife has had several TN's as well. Every customs guard has a different interpretation of TN so you really have no idea what you are going to get. I have seen direct contradictions from one month to the next, even in the same airport. My wife's lawyer even contradicts my lawyer sometimes.
So my advice is: always be prepared, be polite, don't be overly friendly, answer their questions honestly but don't volunteer information they didn't ask for, and of course be legal -- because if you meet all legal requirements and give them no cause not to, they have to let you in. NAFTA is, after all, the law. Be patient and keep your immigration lawyer on speed dial.