What would you do if you saw someone stealing? Whatever you'd do please explain your reason why?

Last night it happened, I was on my way to check out and saw someone putting merchandise into bags, bags with the store's name to where it wouldn't draw attention as they walked out, bags the store provides at checkout.
This is something I haven't seen before, I didn't believe it at first but soon realized how real it was as they walked out of the store with what looked like quite a lot.

I didn't know what I should do if anything at all, tell a store employee, do nothing mind my own business.
Updates:
22 d
So many thoughts at once, I didn't say anything.
I know it was wrong, I thought by saying something I'd have to go testify in court, it's usually more than once, with my work schedule that would have been a problem. It's a lame reason but that was my justification, it bothers me that's why I needed to hear you guys & what you would have done.
What would you do if you saw someone stealing? Whatever you'd do please explain your reason why?
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