Usually, if it is a controlled substance. And, many patients know their pharmacists, so if someone other than the patient tries to refill it, they may be turned away, or worse. I have heard of people getting arrested for attempting to fill prescriptions which did not belong to them. It is a felony.
at wal-mart.. all i do is call in my script, and when i go pick it up they just ask for my b-day and make me sign the box thingy. BUT i don't know if it would be different with a hard drug or something... mine is only prenatals