I worked at an EB games (long time ago) and got this cool PS2 lanyard that I kept on my keychain just because I liked it.
I was at a Linens & Things standing at the register waiting to check out, the cashier for whatever reason had to leave the register for a second during my transaction (can't remember maybe a price check or something).
While I'm waiting for her to come back I hear the woman standing in line behind me start making impatient sighs and groans until finally I get a hard tap on the shoulder and she says, "Are you just going to stand there or are you going to ring up my items?"
I was so startled and finally told her I didn't work there to which she replied, "Of course you work here; I can see your keys."
I was so confused I held up my personal keychain with my apartment and car keys on it and my PS2 logo lanyard. Before I could say anything to her the cashier came back, apologized to me and finished ringing me up the woman in line behind me just looked pissed as I walked out the door.
Another time I was at a Target with the same keychain I was looking at video games and some kids asked me if I could open the locked cabinet for them...
I suppose people see a lanyard and automatically assume you are an employee??