I applied online to a very specialized position in Operations for professionals with no consulting experience. After the initial email I received a phone calls from the german recruiter that manages the program to set up the interview and in another one she spent almost an hour to explain me all the details of the interview and tests and this after she had already sent me tons of material about it. Few days before the interview I also received a call from an italian consultant (the interview was in Milan since it was the closest office to my hometown) who spent 40 minutes just to talk about McKinsey and answer my questions about the job and the firm, it was not part of the recruiting process and he did it for free. I never heard of it and I found it amazing.
The day of the interview (in Milan even if I applied to the London office) I have done a test for which I received some samples so that I could practice. It is particular, it is similar to the numeric part of psychometric tests but it has some clear differences. Then I had 2 interviews, each interviewer asked me to sum up my experience, then asked me one competency question (for which I could prepare since they tell you in advance the 4 competencies that they look for) and case studies (2 with the 1st interviewer, one with the 2nd). I expected the typical strategic cases instead they were focused on operations. I did a good job considering my lack of preparation and experience in the field but evidently they wanted more, understandable since their consultants are all great professionals.
The next step would have been probably similar interviews in the London office.