As a gross overgeneralization... the more a given degree program thinks of itself as preparing students for a research career, the more likely it is to demand a thesis. At the other end of the continuum are degree programs with pipelines into anywhere-but-academia, which prefer non-thesis options such as capstone projects (e.g. an MFA exhibition) or internships/practicums.
Smack in the middle, for the sake of illustration, is the field of Library and Information {Science|Studies}. Some LIS master's programs in the US identify pretty strongly with academic librarianship and/or academe generally; these are more likely to require theses. Others have dumped the master's thesis in favor of an internship/practicum: "prove you can be a real-world professional."
Still others do comprehensive(-ish) exams, which is another non-thesis option. I don't have a good sense of what kinds of programs choose master's comps; I had to do them for my master's in Spanish (and wow, they were the worst experience ever).