Costumed cast memebers are not "suppose" to take home pieces. besides the undergarments they wear have really big obvious bar codes on them. I've known several characters who have been fired because they had basics in their bag.
Yet, for everyone that gets fired, 100 don't even get minimal scrutiny of their bags as they leave work. If WDW fired every CM that's "accidentally" taken home a basic shirt or is wearing grey-bottoms, there wouldn't be any character CM's left.