So I pull into this truck stop/restaurant/store place to get gas, coffee and some anti-freeze for the Mystery Machine the other day, and the cashier forgets to remove the tag on the anti-freeze bottle that triggers the alarm when you try to take one out of the store without paying for it. So having paid, I walk out, and the alarm bell sounds, a light flashes, and everyone in the store turns to look at me. Of course I figured out quick what had happened, as did the cashier, who just waves me on. "It's ok, hon...You're all set."
No apology or admission of stupidity, I noticed. And about two dozen people are still staring at me. I cannot resist.
"OK, folks, show's over. nothing more to see here," I loudly announce. "But I'll be here all week and the next show's at 1:30. Be sure to try the veal and don't forget to tip your waitress. Big smile!" Then I wave to everyone and exit with a flourish.
If you can't get out of a place without being noticed, at least make sure that they remember you for a while.