The wiki article links to a "booster bag"
Quote:
The booster bag can be an ordinary shopping bag, backpack, pocketed garment, or other inconspicuous container whose inside is lined with a special material, typically multiple layers of aluminium foil.
An item is placed inside the booster bag (effectively a Faraday cage). Electronic security tags inside the bag may not be detected by security panels in the detector antennas at the store exit.
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http://en.wikipedia.org/wiki/Booster_bag
Line the inside of a hat or his jacket with aluminium foil?