Best Buy also like to hire actual cops for their security. It's a nice part time and the employee discount was good. Did make my brother breathe a bit easier when he worked there.

Costco, Sams Club and the like have you sign a contract for membership that requires you to show the receipt upon exit. Walmart, Target, etc. are governed by the state, county, and city laws. Most states allow you to ignore them and keep walking unless the theft prevention is activated.