I looked at an apartment that had steam heating via radiators in every room. The landlord was very adamant that the tenants were not to adjust the radiators. My guess as to why is that turning one off/down could make the others hotter.
Reading up on some of the links provided in this thread, I think that would indicate a badly maintained system/too much pressure.
And I'm now quite sure I had to deal with a single-pipe system modified to not have individual valves. Quite insane, but I guess that's what cheap owners will do.
