In the US, you are expected to remain VMC and land at the nearest suitable airport. The controllers have you and will get other a/c out of your way.
Everyone I've talked to in Air Traffic Control says the AIM procedures are outdated (written many years ago when the radar wasn't nearly as good). They just want you out of the air and on the ground ASAP, even in IMC. Can you imagine the headaches caused by a NORDO flying his route for the last hour or so into JFK?