It seems that FBI counterintelligence agent and Soviet/Russian spy Robert Philip Hanssen didn't believe that the polygraph could catch him. He is quoted at page 66 of the Webster Report (http://www.fas.org/irp/agency/doj/fbi/websterreport.html) (p. 78 of the PDF file (http://www.usdoj.gov/05publications/websterreport.pdf)):
"The only thing that possibly could have uncovered my espionage activities was a complete investigation of my financial positions and deposits to bank accounts."