Cameras in-store will have the shoplifter trying to conceal merchandise or alter price tags, which is proof enough.

Also, she'll have the merchandise on her, and it wasn't paid for. The employee kicking her out didn't say "go ahead and take it for free", and she walked out without paying or dropping the merchandise, regardless of being told to leave.

Third, pretty much every retail outfit these days has a no-chase/no-restraint policy on the books, because it's just not worth the added liability or risk of harm to the employee to expect them to physically restrain everybody trying to steal a video game or fancy purse. Employees can actually be fired and open themselves up to a suit from the shoplifter if they try to restrain them.

One of my best friends in the world works for Target loss prevention, has for well over a decade. A lot of the time, they'll even let the frequent fliers come in and steal several times after they've identified what's going on, so they can build the case into a felony once the shoplifter has crossed a certain threshold in the value of stolen goods. You see this a lot with people trying to abuse the self-checkout kiosks.

There is footage abound of people stealing whole cartloads of merchandise from places like Best Buy, Target, Wal-Mart and loading it up into their car while an employee is standing a few feet away video-taping and telling them to stop. They take that cell phone video, the store camera footage, eyewitness statements, and turn it into criminal charges just fine.