"We couldn't afford a wind machine for this shot, so we bought a leaf blower from a hardware store. We kept the receipt, so we can return it after we're done."
The stores don't like it. I know art directors who are banned from Ikea and Home Depot for returning ~$10,000 in a single month. At higher levels it's mostly Amazon returns. Mind you plenty of above board renting goes on as well
If they catch you it's fraud. If they catch you much less often (or cheaper) than doing it the 'right' way then the for profit group will default to the cheaper option.
I have worked on $100 million+ budget projects with Netflix and Apple. The amount of buying items to return within 30 days is absurd