All sorts of these ridiculous security things happen to me.
1. I was browsing cheap jewelry in the drug store, but decided I liked everything too much and would come back later. On my way out some kind of business suit man (manager?) stopped to tell me, "You sure were a long time in there not buying anything." I had no response ready and he went away.
2. I walked into a bar because I was walking outside in freezing January and I needed to warm up. The bar owner accused me of being already drunk, even though I kept telling him I don't drink. Then he told me he was only going to serve me one drink and I asked for a pepsi no ice, which brought an interesting expression to his face -- like I'd tricked him on purpose.
3. Traveling across the border to the USA, I am invariably directed to intense questioning and searching of my luggage. I never have anything at all suspicious with me, and they're forced to let me go eventually -- but they look pretty grumpy about it. Perhaps I look like a shifty-eyed drug smuggler?