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The fourth amendment states:

The right of the people to be secure in their persons, houses, papers, and effects, against unreasonable searches and seizures, shall not be violated, and no Warrants shall issue, but upon probable cause, supported by Oath or affirmation, and particularly describing the place to be searched, and the persons or things to be seized.

So the first issue to clear up is the difference between "unreasonable search and seizure" and "illegal search and seizure". The bill of rights constrains what the government, not what private enterprises, can do. So, a search and seizure by a private enterprise would not typically be considered a fourth amendment issue in the first place. Even so, the question would be "was the search and seizure unreasonable?"

In the example you cite, you are on someone else's property and the owner of that property can certainly be considered to have a reasonable right to ensure that you are not removing something from the property without authorization. Therefore, regardless of whether you liked the experience or not, this was not even an unreasonable search and seizure, much less an "illegal" one.

In the example you cite, you are on someone else's property and the owner of that property can certainly be considered to have a reasonable right to ensure that you are not removing something from the property without authorization.

That does not extend to searching me or my person without my consent - simply being on your property does not extend to you the right to commit battery against someone.

So, a search and seizure by a private enterprise would not typically be considered a fourth amendment issue in the first place

So if they open your bag and you've got stolen goods in it, can the police use it as evidence in a shoplifting case?

“The bill of rights constrains what the government, not what private enterprises, can do.” This is untrue. The 13th Amendment states you cannot be taken as a slave. If your assertion were true, Costco (Kmart, et al) could take you as a slave. Obviously, the Bill of Rights applies to protections of the individual American citizen. The 4th Amendment does not limit or qualify what its words apply to. It does not say only government, an agency, or business. The 4th amendment says what it says.

http://www.senate.gov/civics/constitution_item/constitution.htm is a reference. The explanation provided in the Senate link for the 4th Amendment is:

“Applying to arrests and to searches of persons, homes, and other private places, this amendment requires a warrant, thereby placing a neutral magistrate between the police and the citizen.” Costco et al are private places. I can’t just search you because you may be on my property.

Further, who decides what “unreasonable” means? My policy is that it is unreasonable to be detained by Costco et al, for the purpose of their agent searching my personal effects without warrant or probable cause (which would stand up in the court case I would bring). I am an American citizen covered by this Amendment and fully capable of determining what “unreasonable” means. Costco et al would have to prove in court that is reasonable for it to detain and search all its customers before allowing them to exit its premises. I’d like to see Costco et al drawn into just such a case in court.