Chuckee Cheese has the same problem... (Score 1)

...only they have to worry about people stealing *children*, so count yourself lucky. :) So do hospital post-natal wards, for that matter.

On the way in, they put a uniquely ID'ed bracelet on the kids and the parents. There's only one way out, and on the way out a staffer checks that kids match parents. It's a nice way to reduce the amount of security needed.