In my experience, this is not a general Walmart policy, it is store-specific. Not too long ago I was looking for a product that only Walmart seems to keep in stock, but they don't keep much of it. And their online system is not very accurate. So in the space of two hours I visited four different Walmarts, ranging from one in a nicer area of town, to one in a poor area. Security was nonexistent at the first Walmart. The store was relaxed, there were plenty of associates, they were helpful, etc. The store was actually pretty nice, the only thing out of place was the weirdly low prices compared to any other store in that area. At the other end of the scale, the store in the poor area (which is also majority black, whether or not this is actually a factor in their behavior I can only speculate) had a half dozen security cars in the parking lot with their little flashing yellow lights. Gates at the entrance manned with security personnel, uniformed security inside the store. And the icing on the cake? They were checking 9 out of 10 people's bags on the way out of the store, sort of like Costco. Except me. Waived me right on through. Because I'm not black? I have no idea. But it sure did weird me out.