This is usually a bad idea. Generally, you can perform a workplace search in order to serve important, work-related interests, as long as you don't unduly intrude on your workers' privacy rights. Random searches are less likely to pass legal muster than a search of a particular employee whom you reasonably suspect of theft. And even if you have a reasonable suspicion, you must not search too invasively: Although searching an employee's bag might be reasonable under some circumstances, searching the employee's body crosses the line.
For more information, see Nolo's article Workplace Searches.