If you POSITIVELY KNOW what type of ammo your firearm needs, by all means, you can purchase it at Wal-Mart. If you have are new to shooting, with a firearm you are not entirely familiar with, patronize your local gun shop.
The following two incidents were personally witnessed by me, taking place in a Wal-Mart in upstate NY.
Customer: I just got a new deer rifle from my uncle, and I need some 7mm. Magnum ammunition for deer hunting.
Wal-Mart employee: I was just reading about the best 7mm. magnum ammo, and what you need is the 7mm. Weatherby magnum ammunition. What kind of rifle is it?
Customer: It's a Browning semi - automatic rifle, I think they call it a BAR.
Wal-Mart employee: Yup, that's what you need, 7mm. Weatherby magnum ammuntion. (Browning's BAR is 7mm. Remington magnum) Hmmmmmh???!!
This ammo was NOT purchased, because I interrupted the conversation and set the customer right.
2nd Customer comes in: Do you have any 7.62 x 54mm. rifle ammo?
Wal-Mart employee: "No ,but we have 7.62 x 39mm. , that's the same thing".!!??
2nd customer: (Knowledgeable about his firearm). "No, it isn't the same thing, not by a damn-site." --- Walks away.
Moral to this story: Buy your underwear, toothpaste & toiletpaper at Wal-Mart, and support your local gun store for ammo and important things your not positive about.