I went through the full interview process with McKinsey, total of 9 interviews spread out over several months, and two trips to Chicago. I was being considered as an industry hire, so this was not the traditional MBA path, though certainly similar. It was a great sequence of a first discussion with an HR person to introduce me to the process, followed by a first training case study (phone), a real case interview (phone), a case study training session (webcast), a trip to Chicago with three case interviews (2 live, one through video link), a second trip to Chicago with two case interviews and a written test, and then one final complementary phone interview. All the way, I met very interesting and capable people, the process itself was process grueling - training for case studies in parallel to a full time executive job is not easy - but also very motivating.