While it is possible, I'd say in most jobs and positions if you keep your social media private (or lack of having one), or limit the amount of stuff you post on there, you should be fine. Just don't put anything controversial or sensitive such as this site or any topics of death, suicide, violence, or whatnot then you will be ok for the most part. Like @Divine Trinity said, if you are applying to military, government, banking, or other areas where you handle sensitive info or need clearances and what not, then they would check everything, but most other jobs, no they don't look or try to get access to everything.