Shopping centres, shops and squares, paths, roads that are privately owned but where you only have access rights can all forbid photography. Some security is really zealous, others couldn't care less, but their right to ask you to stop still exists.
If I have a reason to photograph in a potentially 'forbidden' area, I prepare in advance and am quick, it doesn't happen often. Never dilly dally. Last time was inside James Smith and Son, the wonderful old brolly and walking stick shop in London's New Oxford Street that has a big no photography sign on the door. I walked through the door, got one shot off, then moved forward to get a stand full of canes in the foreground. Second shot was in the bag when I was asked if I knew photography was forbidden, and didn't I see the sign on the door. I apologised, complemented them on having such an interesting shop and left.
Before that I wanted some pictures of my local woolworths store, they were days away from closing. Shot the outside in the shopping centre from the waist using the articulated screen. Then a few shots inside as the shelves were being cleared of bargains, and then a queue at the tills where I was spotted. The manager approached me and told me videoing wasn't allowed. This surprised me coming from someone who was being made redundant in 3 days, but I suppose old habits die hard. I simply told him I wasn't videoing and wanted a few shots to remember Woolworths by, and left.
Makes a change from being told you can't photograph when you know you can legally, that's far more common.