No, but I usually don't bring my own snacks in. My mom does it all the time because she eats really healthy foods (which the movie doesn't have). She's never been caught.
One time we went to Trilogy Tuesday (which was the day they played all three Lord of the Rings films back to back). We were actually allowed to bring food in for that. My mom decided to bring tuna of all things, which stinks to high heaven. Uck. I was so mad at her. If you're bringing food to the movies, bring things that don't offend the senses.