Question about possible Shady Storage locker owner

A storage locker owner at a regular merchandise auction was over heard saying he brought the good stuff out of his lockers to sell at auction, and the rest he left in the locker to auction off to the suckers that came to buy lockers. I know this is illegal but how would you prove it and who would you report it too?  This is in Tennessee.

General Attorney should be the one to go to.
We have the same problem with one place here in Memphis. So some of us regulars got together and filled a complaint.