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.
For legal advice, you'll need to talk to a lawyer.