Typically they can look up your play at other casinos. That's why it can be good to do things that show up in your play history, like run $1 through a slot machine every other trip, or play a non-blackjack game.
Note: I am not advocating laying down serious money at a disadvantage, such as playing craps for cover. However, playing other games, with an advantage, can save your hide. I have also seen the $1 in the penny slots trick pay strong dividends.