Just for relevance, I’ll provide the full breakdown of laws and powers of arrest, search and detainment in Australia (taken straight from the legal aid website). They should be somewhat similar in the US:
Powers of Security Guards, Bouncers and Store Detectives
In Australia, security guards (including bouncers) and store detectives have no greater powers than those of an ordinary citizen. They may place you under a ‘citizen’s’ arrest if they reasonably believe that you have committed an offence or are in the course of committing an offence.
The following is a guide as to what power security guards (including bouncers) and store detectives have to arrest, detain and to search you and what your legal obligations are in those circumstances.
What Information do you have to Provide?
You are under no obligation to answer any questions asked by a security guard or store detective. Even if you go with the store detective or security guard to the Manager’s office or elsewhere, (either voluntarily or under arrest), you are under no compulsion to answer any questions.
Remember: whatever you tell the security guard, store manager or other people may be used against you in court.
Do you have to give your Name and Address?
You are under no obligation to give your name and address to a store detective or security guard. However, you must give your name, address and date of birth to police officers when they request you to do so.
Power to Search People
No one except a police officer has the right to search your bags, even if a prominent sign states that this is a condition of entry.
Because shops and supermarkets are private property, they may put up a sign saying you must comply with certain conditions if you choose to enter the store. A sign showing the conditions of entry must be easy to see before entering the shop. One condition can be that the owner can search your bags before you leave the store. If you do not allow your bags to be checked, you may be refused service and asked to leave the store.
No shopkeeper, security guard or store detective can forcibly search your shopping bags against your will.
Power to Arrest
Like any other citizen, a shopkeeper, a security guard or a store detective has the power to arrest any person who is, or suspected to be, committing an offence punishable by imprisonment. This is called a citizen’s arrest. To do this they must use clear words and touch you. Generally they will put a hand on your arm and say, “You are under arrest.”
A store detective or security guard does not have to wait until you leave the store before arresting you. If they do wait until you leave, it may be easier to prove that you had no intention of paying for the items.
What Happens if the Security Guard or Store Detective Accuses you of Stealing?
The store detective or security guard must have had
* a "reasonable belief" that an offence was committed and
* that you were the one who committed the offence before they arrest you.
The fact that you have taken items from the store or premises without paying for them doesn’t automatically make you guilty of stealing.
To be Guilty of Stealing:
* You must have intended at the time you took the item, to permanently deprive the shop (or the owner of the particular premises) of their property. That is - you meant to keep the items and not pay for them.
* Taking the items must have been wrongful and not just accidental.
You should seek legal advice if you have been charged with stealing.
If the store detective or security guard is not actually arresting you, you are under no obligation to accompany him/her to the Manager’s Officer or anywhere else.
Power to Remove People from the Premises
Security guards and store detectives are generally employed to secure privately owned property such as shopping centres and nightclubs. They are allowed to ask people to leave the premises on behalf of the owner. If the person doesn’t leave when asked to do so, they are trespassing and the security guard can use reasonable force to remove them from the premises.
Power to Detain People
A security guard or store detective may detain you for as long as is reasonably necessary for the police to take you into their custody if they believe on reasonable grounds that you have committed an offence.
They may use only ‘reasonable’ force to detain you. If more force is used than is reasonable then an unlawful assault is committed.
Complaints
Complaints should be made to the owner or manager of the premises or the Security Company concerned. Assaults should be reported to the police.