When I first started working at Microsoft (more as an intern rather than full-time), I remember that I was pretty paranoid about being under constant video surveillance. I'm not anymore, but for a while I was pretty freaked out. I don't really know if they have hidden cameras everywhere around the building, but it seems unlikely, even though all of the doors warn you that the area is under surveillance. (The entrances and exits certainly are.) Really what they have to fear is leaking of information and code, not theft of a monitor here or there, which I assume is pretty rare anyway. I guess that's, at least subconsciously, why I don't even really think about it anymore. They probably have much better things to do with their time than watch people... work.
Actually, I was probably under much closer surveillance when I was working at the grocery store.
Currently listening: Zack Hexum—Who Knew