Too bad. You missed the juicy part about him calling the cops on the employees due to them detaining him, and then him being arrested for failure to show a driver's license despite a state law that says he doesn't have to show it.
The bag check thing is debatable, as has been shown here. But to the point of the thread title, his rights were violated when he was arrested for failure to show "papers."
However, he put the security guard in a position where the guard had to do his job, and then he did not allow the guard to do his job. If you want to disagree with a policy, go talk to the manager BEFORE you buy something and walk out! Write a letter to the store!
THEN, while he is embroiled in this dispute he calls the cops. And when the cop arrives, HE DOESN"T COOPERATE WITH THE COP HE CHOSE TO CALL! Was the cop simply supposed to tell the security guard to back off and let this guy go on his merry way?
The cop's suspicion is already raised because the guy won't let the guard do his job. Then when the cop gets there, the shopper won't comply with a simple identification confirmation tool. Give the cop something and he'll be more apt to help you out with your problem.
What did he expect the cop to do? Take his word for it? "OK sir, you won't allow the security guard to do his job and then you called me but won't even verify your ID so I can talk to you about the situation, but I'm going to just let you go..."
This isn't about an ambiguous law on the books that is open to interpretation. This is about real-world problem solving and just being a normal human being. If you call the cops, cooperate with them. If not, then don't call and be prepared to get into a fist fight with the security guard. In effect, be a man.