Yes! It has happened to me! I think I was 15, and Myself and my friend were in the grocery store. We bought a bunch of cadbury cream eggs.. and for some reason the "undercover" Security guy followed us out the store and asked if we had purchased all the chocolates. We replied yes, and he asked too see the receipt, but we didn't take it.. He did let us go, but I thought it was rather odd.
Wishing You a Merry Christmas