Canada

They can't legally force you to show a receipt. From recent article on it.

it’s important for consumers to know receipt-checks are not enforceable by law and customers can decline and walk away, said Alex Colangelo, lawyer and business law professor at Humber College. Police officers have the power to arrest … but store security and loss-prevention officers are regular people. They have much more limited powers of arrest under the criminal code,” Colangelo said. “They can ask you to show your receipt and you can consensually allow them to do it. But there is no power or authority to detain you if you say no.”

Detaining someone who has not committed a crime can result in legal issues for retailers, Colangelo said, adding that a customer would “be able to sue for false imprisonment.”