Do not see many interview reviews for contractors/consultants, so I want to add my experience since GS utilizes A LOT of contractors/consultants. I only had one round of interviews, however, it was long, and I interviewed with everybody on the team throughout the morning and early afternoon. I met with 3 individuals in total. First was an associate who asked a lot of questions pertaining to my resume and background (more so technical than anything). Be sure to know your resume inside and out. Do not put anything on there that you cannot explain in detail. Then I met with a VP who asked a lot of personality questions. She threw in a few tricky questions, but nothing too hard. They were all ones that pertained to situations I would face at work and how I would react to them. Lastly, I met with a managing director who basically just wanted to go to know me as a person. She asked me a few resume related questions, but you can tell she was trying to see if I would be a good fit. It was very conversational.
Overall, it was a very positive experience. The firm does a good job at making you feel wanted, even if they don't offer you the position. It was a very professional interview process nonetheless. The 3 most important things you need to show are a firm understanding of your resume (be prepared for them to dig deep into it), a professional presentation (appearance is imperative) and well-thought out explanation on why you want to work there and why you would be a good fit.