I've had the alarm go off as I walked into a store. The door guy looked up at me, I looked at him... I think we both had the same "WTF?" expression on our faces. I walked out, turned around, walked back in, no alarm. Not a word was said by either of us. Just one of those things.
That happened to me once. I was at the airport in Brussels, Belgium when it happened. It was a duty-free shop that sold books, cd's and magazines. As I walked in the alarm went off. The clerk at the cash register looked up as I walked in, but didn't say a word.
As I walked out, the alarm went off again. I was in her sight the whole time, so as I turned around, looked at her and shrugged, she said to me in her best english "something you have wasn't scanned" - or something to that effect. Not knowing what she meant I walked back into the store, and set the alarm off AGAIN. At that point she motioned to my luggage bag and helped me find the item that was setting off the alarm: a Stevie Ray Vaughan CD I'd owned for 10+ years. Apparently the store I'd purchased it at forgot to disable the "security" on the CD case. We removed the CD from the case, ran the case over a device to disable the security tag, and that fixed it.
Sometimes stuff just happens, and I was actually glad this Belgian airport store clerk was as nice and friendly as she was.