I once bought an expensive book in Waterstones, in central Norwich, during the buy pre-Christmas period but, as I went to leave the store, the alarm was triggered. I started to turn back but an assistant said "Don't worry. We know you've paid for it. Off you go". The only problem was that Waterstones was the very first store I'd visited during a lengthy shopping trip and, as I was to find out, all of the other stores in Norwich had the same security system!
In Colchester though, as far as I can see, anyone is free to nick what they like from the Wilkinson's store in the town centre. All you have to when the alarm goes off is to smile and say "Library book!" and the staff simply smile back and say "OK!" (That's because the store is just across the road from the Central Library and, while books properly taken out of the library don't trigger the library's own security system, they still trigger the one in Wilkinson's!)