There are places that prohibit the use of a camera, might it be DSLR or a cheap autofocus film-camera.

Typically it is about copyright thingie like products on the shelves that can be copied through some pictures taken (although that doesn't stop you from buying one or a few as samples and then taking pictures of it then).

Certain places also prohibit cameras because of architectural design or something like that.

Others, they might say that the camera flash might harm certain objects (like paintings or ancient artifacts) or bother people working/staying at the location.

Personally, I just keep the camera in my pocket and bring it out when there is no guard/official looking. Great if you have a small digital camera but DSLRs can't be hidden as easily.