The oh-so-hillarious folks over at /r/lossprevention on Reddit put up this little gem the other day and it made me realize some of our comrades here on the good guy's team might not actually know if they can legally be detained / what happens if they refuse to accompany LP when caught.
While it varies by jurisdiction, many many places won't allow LP to get physical with you in any circumstance. In lots of places, they really have no authority to forcibly detain you, and could get in severe trouble if they try to, should you decline to cooperate with them. Don't be a sucker who just blindly does what you're told by 'authority' if you're caught, make sure you know what you can and cannot do, and decide accordingly what the best option is should some mall-cop actually get lucky and notice you.
Be safe, and rob the motherfuckers blind this holiday season!