I came home from the Supermarket and still had a security tag on an item I had bought, the girl did not remove it at the counter and the alarm did not go off at the exit. However, this is not to say this will happen all the time.
Just like getting stopped by the Police, you could be lucky and not be asked for your I.D. However, you may not be so lucky... Moral of the story, do not try to pinch alcohol from the supermarket and always carry your passport and visa in Turkey.
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