These are the kind of shops that if the security staff members are doing their jobs correctly, the shopper can be detained or even arrested. If the security staff members are anxiety-prone, someone can get even get shot. If it doesn't turn out this badly, they might decide to llet Homeland Security figure out whether a common printout of a letter (the get out of jail free letter) from the MS company is legit. It's an example of the kind of shop that should only be done by licensed private investigators, who are known to the police, are paid to take these sorts of risks, and can advise the company on scenarios that are less likely to lead to serious trouble for the investigator and even the security staff (compared to the types of information the company is seeking).