The customer is unaware of the discount and doesn't have the coupon, therefore you're only screwing the company. Most companies use statistics and they'll become suspicious-
IE:
Cashier A: Total # of transactions 2,000 (Let's say this is the average)
Total # of coupons received 40 (2% of the total transactions)
Cashier B: Total # of transactions 1,500 (Let's say this is you)
Total # of coupons received 150 (10%)
Of course these are completely made up, but if your numbers are 5 times higher, they'll figure it out. But, it really depends on the company. Yes it's illegal... I dunno if they'd call it theft or embezzlement, the 2nd one sounds classier.