No, but I work at a store, so I've seen people shoplift, as well as others getting caught and eventually taken away by mall security (we have our own security as well). I also regularly find open CD and DVD cases with missing discs. Though oddly enough, someone decided to steal a disc 2 of a Cher CD, but it is usually rap music that gets stolen... Lol... Cause I'm not generalizing at all there >.>
Often times it is kids too who steal (about 13 years old). Even employees have been found out to be scamming customers...
Needless to say, the law (at least in Canada) is somewhat lax in that regards... That is to say I could take a DVD off the shelf, perhaps take the plastic or not, and I could walk out with it, assuming no one saw me. Even if it did beep on the way out, I can first off, refuse to have the item demagnetized (prevent it from beeping), and I don't need a receipt because I could say I bought it at a different store. Of course you could think that they could prove otherwise, but they can't, they would have needed someone to watch me the entire time, that is, put something in my bag...
Suspecting someone of stealing unfortunately is not enough, you have to see it. It is unfair, but it also has to do with the person's privacy, as well as the employee's safety. The funny thing is, at the music/movie store I work at, they never told us to not run after the culprit... and what does the manager and supervisors do? They run after them... Setting a good example.
You never should run after a thief, if a supervisor or someone tells you to do so, you can sue them. It is not only dangerous to yourself, but to other bystanders. What if the culprit had a weapon? Life isn't worth a few dollars of items...