I just saw the show for the first time last night. That was really amazing; I saw the one where the woman got $600 worth of groceries for only $6. Some of the things I could actually see... For some vitamins that were on clearance, she had a coupon that took off more than the price of the vitamins, so she actually made money by purchasing the item; so even where she not to use the vitamins, it'd still be worth it to "purchase" the item in order to make money!
I've actually done a little "extreme couponing" myself... The store that I shop at will sometimes have large appliances for sale and if you purchase the item, the store will give you at least the purchase price worth of coupons. So I've done this twice: once for a small chest freezer and the second time for a new grill. Each time I was really looking to buy the major item, so when the store had this offer, I jumped at the chance. The first time I was a little afraid that the coupons that I'd get would be like a BOGO coupon, so I'd have to spend even more money to get the savings, but it turned out that none of the coupons were like that. Most coupons gave you the item for free (without needing to make any additional purchase) or the coupon would have a large savings that combined with the store's sale price that week, the cost was free or very close to it. Also almost all of the items were something I'd use, tho I may not normally have purchased were it not for the coupon (eg some pre-sliced ham was normally more expensive than just getting a half-a-ham and having the deli slice it for me, but because I had the coupon for the pre-sliced ham, I purchased that instead)...
And one time I actually made money by shopping... There was a store that had AA batteries on sale with a mail-in refund that made the total cost $0 (limit of 3 packs). I also had a coupon for $0.50 off a pack of batteries (limit of 6 packs). So I ended up getting 3 packs of batteries and actually made $1.50 in the process! I was surprised that neither coupon nor refund had a statement like "not valid with other offers"; I was so sure that I wouldn't get the refund check because for some technicality that would disallow it, but the check did come, and I happily pocketed the $1.50! I've heard that sometimes after holidays or on Black Friday / Cyber Monday you can sometimes do something similar and make money on the clearance / sales priced items.