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The NBA and NHL test only during the season. The NHL denies that there is any doping in their sport. The NBA tests each player 4 times during the season.
The NFL policy called for off-season testing but it wasn't really being done until recently. They are only tested at the stadium and never on game day. There are 6 out of season tests and at least one during the season. All players are tested at training camp.
Nascar has no testing plan. Drivers and crews sign a pledge that they won't use any substance that could be dangerous.
PGA's policy just started in July 2008 and they only test at tournaments.
MLB has the strongest policy mainly because of Congressional involvement.
None of the pro sports test blood nor do they test for human growth hormone.
ESPN has a couple of good articles from last year addressing the testing programs and highlights the percentage of players who are being tested. I couldn't find any information on how many players have tested positive.