They were very common, especially in middle school. Growing up, we had at least one per year, and more than that when a shooting had recently occurred. I still remember how one time, they called for a lockdown, then turned the fire alarm in order to trip us up. Of course, everyone went outside, and even the teachers weren’t sure what to do. The principal later scolded all the students and told us that the shooter would have been waiting outside the door.
In middle school, we would have active shooter drills, which were a little different. They would have someone pounding two blocks together like a gun going off, and the location of the “shooter” was announced on the PA system as the drill was happening. We were told to focus on blockading the door and disarming the shooter (if they make it inside the classroom) by throwing chairs, books, and anything else.
In my high school, they’re annual, and we just shelter under our desks, lock the doors, and turn off the lights.
Edit: we also have lockdown drills if there’s a bank robbery nearby, or any sort of crime, really. In elementary school we had one because of a man lurking on the property. The next year, they built a fence around the place.