Typically financial companies or IT consulting firms (IBM, CSC, etc) - the exact type that you would expect would ask you about your education. Sometime last year I interviewed with a startup, they loved my resume. Did a skype interview and things were great. Then they put me on a call with their CTO, first question - "Where did you go to school and when did you graduate?"... He cut the interview short and I never heard back.
That's interesting. Do you approach these financial companies and consulting firms through a connection, or are you just sending a resume? I'd expect HR at big companies to filter for degrees.