The process took 1 day. I interviewed at AppNexus (New York, NY) in Feb 2011
Interview
I applied through their website and they got back on the very next day. Set up a phone screen the day after with an engineer.
It was a half an hour phone screen which had some technical questions (as per the description in the email).
Didn't get through to further rounds (not aware about the interview process)
Interview questions [2]
Question 1
The interviewer asked how I heard about them. Then I was asked what the company does.
Took a specific example and got down to how data is sent from the browser when a company wants to publish information about availability of ad space of their website. Discussed alternatives to AJAX, in environments where javascript is disabled.