I'd say this is entirely dependent on the class, the school, which exam, which question, so on... for instance in my physics class tests are almost all multiple choice, with a couple open questions at the end, but my math tests are almost all open questions, with a couple multiple choice sprinkled in, and my foreign language never has any multiple choice.
there are a small group of really really big exams like the SAT or AP or ACT, which are a group of theoretically optional standardized tests that you send into colleges when you apply. those are almost exclusively multiple choice, except for a couple of questions at the end of some of the AP ones.