This actually happened down in Florida, so check your packages carefully next time you buy big-ticket electronics at your local Wal-Mart. Jodi Wykle wanted to give her son a new Nintendo DS Lite and Guitar Hero for his birthday, but when he opened the box - still "factory sealed," of course - he actually found a wad of Chinese newspaper and rocks waiting inside.
Wykle attempted to return the DS and was pretty much told it was Nintendo's problem, but Nintendo couldn't do anything about it either. After her local TV station ran a report about it, though, Wal-Mart suddenly discovered the box o' rocks masquerading as a DS had been returned before. Wykle got a refund and a $20 gift card, which means that all you have to do in order to get good customer service from a Wal-Mart is shame them on television.
Consumer electronics boxes being stuffed with rocks after some thief makes off with the actual good are not exactly common but it happens-- a lot of stories involving Best Buy laptops and other nefariousness popped up in the wake of this one. It may irritating the snot out of the clerks, but make them open up your box for you before you leave the store. That momentary awkwardness is less painful in the long run than having to get on TV just to get a refund.