In the so-called "Nunnery scene,” do you think that Hamlet know that he's being watched? Can you find any evidence of his awareness?

Claudius and Polonius have cynically manipulated Ophelia into acting as an unwitting pawn in their little game. They want to find out whether, as Polonius suspects, Hamlet's strange behavior is down to his being lovesick for Ophelia. When Hamlet next comes to pay her a visit, Ophelia is to return his gifts and letters, while Claudius and Polonius hide behind a curtain to gauge his reaction.
All does not go according to plan, however. Hamlet acts like he doesn't even know Ophelia and subjects her to a blistering barrage of verbal abuse before storming out, leaving poor Ophelia utterly distraught. Hamlet is able to act this way because he knows full well he's being watched. Indeed, the very fact that he treats Ophelia so appallingly is itself an indication that he knows what's going on, and deeply resents her part in it. But there are other clues as well. For one, Hamlet returns Ophelia's stiff, formal greeting in like fashion:

OPHELIA: Good my lord, How does your honor for this many a day?
HAMLET: I humbly thank you. Well, well, well. (act 3, scene 1).

When Ophelia tells Hamlet that she wishes to return his gifts, her use of alliteration indicates that she's been rehearsing her lines:

My lord, I have remembrances of yours That I have longèd long to redeliver. I pray you now receive them.

Whatever else he may be, Hamlet is no fool. Everything about Ophelia—her words, the way she speaks them, her whole demeanor—suggests there's something fishy going on. But a more explicit acknowledgement by Hamlet that he's being watched comes a little later in the scene:

HAMLET: Where’s your father?
OPHELIA: At home, my lord.
HAMLET: Let the doors be shut upon him, that he may play the fool no where but in ’s own house. Farewell.

Not only does Hamlet know this is a set-up, he also knows who's behind it; he knows that Polonius isn't really at home as Ophelia says he is, but actually "playing the fool" behind the curtain.