Companies that are very concerned about their security will hire a penetration testing company or a red cell type group to test security. Many times, penetration testing includes physical security tests along with testing the computer system security. On TruTV a while back, they had a series on a tiger team hired to test security at several different locations.
This video is from the Jason of Beverly Hills jewelry store penetration test. This shows that there are multiple points of entry in every system. The team uses social engineering, a USB attack and security card cloning. This video shows how all of these attacks can work together and how effective they can be.
Episode one can be found here.
The Tiger Team is led by Chris Nickerson of Lares Consulting. Check it out.