The FAA requires a pilot to put on the oxygen mask if the other pilot leaves cockpit when cruising above FL250. It also requires that one pilot always wears an oxygen mask when flying above FL410. Do airline pilots really do that and if so, do they do it only over American soil and then put off the mask, e.g. when flying over the ocean? How would it be controlled, other than by sounds heard by ATC? And do bizjet pilots have these requirements as well or do these count for the large airliners only?
Pilot flight crewmembers would be required to follow FAA regulations when operating an aircraft in sovereign airspace over the USA including US territorial waters. After that, you’re over international waters and required to comply with the regulations set by the international civil aeronautics organization (ICAO). These do not conflict with US law, though they do not require you or another pilot flight crewmember to use supplemental O₂ at or above FL350.
That being said, while you may not be legally required to use supplement a oxygen above FL350, it is a very wise precaution to do so. At FL400, Time of Useful Consciousness (TUC) is only 5-10 seconds. In the event of a rapid decompression or similar emergency, the trauma or other effects of a serious catastrophe could quickly eat up all of your time of useful consciousness before you could get a mask on your face and start breathing oxygen again, posing a very serious risk to life and limb. I would not be surprised if all the major international carrier SOPs require their pilot flight crewmembers to be using supplemental oxygen at all times while at their crew stations above FL400.
I am a retired Canadian B767/B777 airline pilot and have flown over USA airspace many times. I have never put on an O2 mask while flying alone in the flight deck over FL250. None of my fellow crew members did either. Occasionally we might talk about the requirement, but we always justified our non-compliance because we had quick donning masks that were easy to use.
I have only flown at FL410 a few times and never flown higher than FL410.
I would be curious to hear from American pilots to see how faithfully these rules were followed.
The short answer to your question: Yes, they do, or at least all the ones I know do..
A person worst enemy is the part-time idiot in his or her own head. There is no common profession in which this can prove more disastrous than in aviation. For this reason there is no common profession in which idiot proof systems of operation are applied more than in aviation. As a result in general, a professional pilots tendency to obey rules simply because they exist, is not compromised by their personal thoughts or opinions about the usefulness of these rules. A helpful tool in obtaining this attitude is the frequent exposure to very realistic emergency simulations, while under observation. In real emergencies, this results in an attitude and conduct similar to that in the simulations. Even if in certain extreme situations, following regulatory procedures may give a pilot little more than having something to do, they will still keep him from emotionally assessing his situation. It's this thing pilots have with rules.
That plus the fact that hypoxia is nothing to mess with. No mask will save you if you fail to notice it's time to put it on.