John Krieg Ashlee Russell, 44, was allegedly part of a group that stole items from Woolworths Dickson and the Woden and Canberra Airport Big W stores.

Other members of the group remain unidentified, with police continuing to investigate.

Russell and his accomplices allegedly filled trolleys at each location before proceeding to provide retail staff at each location with numerous vouchers, each bearing a coat of arms and "Royal Bank of Australia" before leaving with the items.

In court Russell claimed that he was not trying to break any laws and court documents show that in his police interview he firmly believed he had paid for the items with legitimate currency.

The documents state that Russell, who usually resides in the Northern Territory, claimed to not be an Australian citizen and did not recognise the Australian courts. He claimed to have come to the ACT to use the vouchers to test the lawfulness of his alternative system.

The AFP received a letter from Russell saying he would be visiting AFP headquarters on Friday. Officers arrested Russell when he arrived on Friday afternoon.

More than 270 items were stolen in the three incidents including clothing, food, books and dvds.

Chief Magistrate Lorraine Walker refused bail. He will reappear in court again on September 8.