TFwiki has an article about this, but I forget what it's called (FFN?). Apparently it happens a lot in the US where people buy new toys then refund them with old toys inside; essentially getting a toy for free by scamming stores. According to the TFwiki article this occurs quite frequently in the US but it doesn't really happen here because our store employees are work under relatively better conditions so they're more vigilant against this sort of thing (whereas US employees are apparently too apathetic so it frequently flies under their radar).

Last time I exchanged a faulty toy at Kmart, they inspected the toy I had swapped it for to make sure it was the same product. Only took a few seconds to do it.