One in eight customers was not asked for identification when joining a club, a survey for the association's magazine, Which?, reported. One in 10 was not issued with a membership card.
Which? said that even well-known stores might be breaking the law - one case involved a London branch of Tesco.
David Alton, Liberal Democrat MP for Mossley Hill, welcomed the survey. He plans to introduce an amendment to the Criminal Justice Bill to ban home videos showing gratuitous violence.