According to the FBI, the majority of officers killed off duty die as a result of intervening in, or being the victim of, a robbery or robbery attempt. As law enforcement officers, we don't think of ourselves as being victims, but it happens. The bad guy isn't going to rob you or someone else from across the Wal-Mart parking lot. It's going to be up close and personal, so train for it!
If you want to take this training one step further, the next time you conduct force-on-force training, add a couple of off-duty exercises. You could actually cover two scenarios at once by putting the off-duty officer into a situation where he's being robbed, and then have on-duty officers respond and confront him. Don't tell the on-duty officers what's happening and see who they confront. See if the off-duty officer identifies himself, and how both parties react in the situation. It will be a learning experience for everyone involved.
Carrying Off Duty? Train for It
If agencies are going to allow or, in the case of some departments, mandate that officers carry off duty, then they need to give officers the proper training tools and tactics to do it safely. You might be thinking, "I won't carry off duty, I'll just be a good witness." That only works until the bad guy recognizes you. Even if he doesn't know you, the way we act, talk, look, and what we wear sometimes gives us away as law enforcement, so you should always carry.
In the words of a salty old Irish sergeant from the midnight shift, "'Tis better to have a gun and not need it, than to need a gun and not have one." So carry off duty. And, just as important, train for those off-duty encounters.