On my first backroom shift I walked out with the keys still on my belt loop- didn't notice it until I was turning on to my street. I had just read on these boards about people getting in major trouble for taking keys home, so I was totally panicking. To make matters worse it was a closing shift, so I had to call the store and have the LOD unlock the doors so I could give them the keys.
Since then I've left the store with the keys one other time, but thankfully I realized it while I was still in the lot, so I was able to just hop back in (doors weren't locked that time!)