I couldn't find any interview reviews on glassdoor for the Data Scientist Intern position, so I hope this helps someone!
I applied online at careers.microsoft.com for a software engineering internship role (I'm 90% sure it was that role), and I got an email for an on-campus interview. They didn't mention which role I'd be interviewing for. This had one typical technical question that you could find in Cracking the Coding Interview, but I think I messed it up and assumed I failed the process.
Three weeks later, I got an email inviting me to the on-site interviews + a dinner at a fancy restaurant the night before. I prepared for questions from CTCI (they didn't mention which team/role I'd be interviewing for, so I assumed it would be software engineering).
There were four interviews - all of them had data science questions, and there was maybe one typical CTCI question among all four interviews. The interviews felt like conversations and I felt very comfortable talking to the people (I wasn't sure what their exact positions were and were too scared to ask at that point - they all worked in a data related field but it sounded like software engineering for the most part).
Thankfully, most of the interview questions were things I already knew from prior databases classes + statistics + calculus classes. There was one question I didn't know how to answer about a machine learning algorithm, but I think the interviewer was fine that I didn't know it.
Tips: Ask your recruiter which POSITION you're interviewing for - I asked for about the team instead, and they told me I'd be interviewing with multiple teams (but I meant position). Also, learn the differences between a position (data scientist), team (machine learning studio), and group (Azure, for example).
Overall, I'm super happy with the outcome - I originally didn't apply to this role because I felt underqualified, but the interviews weren't that bad.