Retailers are scanning shoppers with high-tech tools to automatically pick out suspected thieves, absent rules to protect privacy. In the old days, when a store caught someone stealing, a detective would march the thief to a backroom and take his picture with a Polaroid camera. The photo would be added to the retailer’s in-house rogues gallery to help store security keep an eye out for bad guys. Earlier this year, Wal-Mart showed how times have changed. It tested a system that scanned the face of everyone entering several of its stores, identified suspected shoplifters, and instantly alerted store security on their mobile devices.