So far when I've caught them, they've had it set up and play it off like it was a mistake and not cheating ... I had no physical proof but everyone knew. Usually public embarrassment works well enough.
There have been a few on PbP games I've played or run, but the dice roller on the site throws a flag up to anyone reading the post that "These dice have been altered or omitted!" So they get caught pretty quickly and disappear, usually to sign in as a different user because now their reputation is out there.