The issuing bank won’t cash it unless you have an account with them. They’ll tell you to go away and deposit it in your own bank account. Your own bank will hold it for at least 3 business days before you have access. Wire transfers can credit in the same day if you’re in a hurry, but every conceivably interested federal agency has total visibility into wire transfers, no warrant required.
Untrue- I just cashed $4000 and $10,000 recently at a NY city bank and a San Francisco bank, resp..
All you need is an ID.
Bring a relative with you to vouch for your ID but you do not really need it.
It also helps to call the bank manager ahead of time and tell them from whence the check came.