They keep (for example) eight stacks of 20 chips, all exactly the same height. When someone colors up and takes chips for the roulettes, they check to make sure all of the roulettes are there. If one is missing, they will alert the pit boss, who calls security and by the time you get to the door, you will be asked if you took some chips.

Give the chips back, explain you are a collector, play dumb, and they will say "don't do that again".

Try to lie, keep the chips or insist they can't have them and you could be up for becoming an unwanted patron, banned from the casion. Yes they have the right to strip search you, if they want, to make sure you don't have their roulette chips.

Meanwhile, gaming chips and tokens, they could care less.

It's all about someone pocketing a bunch of roulette chips for 50c each (or a buck... whatever) and then a friend comes to play and buys in for $5 a chip or more, but pulls out the 50c chips.

The OTHER reason the casinos count the chips so close, is if they have too many, they know someone was ringing in with extra chips and trying play cheap chips for higher values.

It works both ways.

Keep trying. I've been stopped twice, but the rest of the times I got a couple of roulettes for the collection.

Then there was the time I put a packet of salad dressing in my pocket and they threatened to strip search me if I didn't return it. NO KIDDING! A female security guard at Ho Chunk no less. Jezzz, nothing better to do?