Zarel/Pokemon-Showdown — pull request #390 by ALAKTORN (2013-10-14 23:44:18+00:00)
Title: Mega Stones onTakeItem: false,

Mega Stones are confirmed to be unremovable, even by Knock Off. http://www.smogon.com/forums/threads/pok%C3%A9mon-battle-mechanics-research.3489239/page-3#post-4876344