Ask your supervisors and coworkers for advice. Request training classes for tellers. Typically banks have common practices on what to do to protect yourself. Perhaps your coworkers and supervisors would organize a rehearse drill, randomly executed (when there are no customers in the bank, of course).

Pay attention when you are in parking lots, whether you are in or out of your car. Always lock your doors when you are in the car. Robbers have been known to track who the employees are and where their cars are parked.

Then may approach you when you are entering or exiting your car, demanding you let them into the bank safes.

Also, if you work at a bank where there've been frequent robberies already, do you know why? If it's a small bank or near a major highway this could be a cause. You might want to work at another bank that has better security... :)

Good luck and be safe!
This is a good summary:
http://www.bukisa.com/articles/57056_how-to-protect-yourself-if-involved-in-a-bank-hold-up

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