Expungement of criminal records is not really
expunged. It only means that for for a limited number of
reasons offenders can treat their expunged crimes as if they
never happen for certain reasons.
Usually government interview can ask for your expunged
records. The INS explicitly say applicants for immigration
benefits must disclose crimianl records even if they are
expunged.
I also believe if a court issue an expungement, it only
means those public records (court records) are
expunged (physically destroyed or sealed). Those records
stored in FBI, police records may not be expunged.
For this reason, unless you plan to not disclose your
expunged criminal records, it is not a good idea to
apply for expungement because you may have a very hard
times convincing the INS that you once commited a crime.