(From a pun on the Yiddish M'ken zi, "We know her".)

Leo Rosten notes in Hooray for Yiddish! that the Yinglish term McKenzie has been used in three distinct senses:

  1. Someone who browses all the time but never buys anything.
     
  2. A shoplifter; Jewish shopkeepers sometimes used the code word "Mrs. McKenzie" to alert staff that a known gonef was on the premises.
     
  3. A promiscuous woman. (This appears to be a play on the Biblical sense of "we know her".)

So far as I can tell, the term is not generally understood as a slur against any Scot with this surname -- it's just a pun.

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