Inventory
All casinos keep close tabs on the inventory in the tray. In AC for instance, the tray is counted out completely not only as soon as a table empties but during the course of play to some extent. Black chips are watched closely to see who has them or where they might have gone off to. If the pit supervisor is unsure of exactly where any of the black chip inventory went off to, they will ask the dealer who gives their "best guess" and the pit supervisor records this. The pit supervisor will make notes of numbers of black chips going out during play and eye up the black chips in the tray upon a player leaving the table.
I'm not sure how accurate this could possibly be or just how accountable the pit is held for the black chip inventory but I have overheard conversations between dealers and pit people in which they had some confusion or discrepancy over quantities of black chips and where they went to. They were making a big deal of it, so obviously pit personnel are supposed to be keeping very accurate track of black (and higher) chips and exactly who takes them.
In other words, if a group of players is at a table and multiple players are playing black chips, the pit makes their best attempt to define exactly how many black chips went out, just exactly who left the table with how many and if they fall short of what the total should be they simply tag one or more of the players as having left the table with any of these chips missing in order to account for every single one of them.
In other words, "ratholing" black chips is obviously not going to work so well. Green chips are a horse (or a chip) of another color though! If you are at a full table with lots of green chips slinging around it seems to me that you could pocket some green chips quite easily and it would be much more difficult for them to determine exactly where they went.
This is AC I am talking about though. I have played in places out west that the "high roller pit" consisted of $25 minimum bets, the rest of the casino had $5-$15 min. tables and they about sh*t their pants and want to see ID at the cage if you are cashing out $2500 or more in chips. What was going through my mind in playing at places like this? Well, things like "Wow, I guess these people treat management and inventory of green chips like they do black chips in AC!" I envisioned them scrambling to count out every red chip in the tray upon my leaving the table and holding up the game to do it. I bet it would be a hell of a time trying to "rathole" any chips in that joint!
In a large casino, I wonder just how much coordination there is between the pit personnel and the cashier's cage but a casino such as the one I mentioned with the $25 min "high roller pit"? What people are cashing out is much easier to follow quite closely. I know they stay right on top of the marker situations even in a very large casino. Obviously if your intent is to "rathole" some chips, you don't want to cash out all your chips at the window and maybe just don't cash out any of them right away unless you need to.
The best way to "rathole" some chips in my opinion? Table hop all over the place! Buy in here and there, bring chips from one table to the next, color some out, buy some more at another table and so on. By the time you get done not only will they be totally confused as to your chip situation but so will you! If there were lots of other players at these various tables you were at it could be quite difficult for the pit to pinpoint exactly how many chips you actually have.