I have recently been to a poker tournament, part of a series, ended up with a surplus of chips, and decided not to cash them all in. Just to be on the safe side, because walking home possessing a stack of chips isn't AS potentially dangerous as carrying a large wad of cash.
It was not something I really thought through – more of an instinctive decision, but I then got to thinking about it and whether the casino would cash my chips when I returned for the next tourney! Lucky for me, the teller recognized me and I didn't have a lot of chips to cash, but I wonder how this sort of thing is regulated.