Regardless of what steps they take to prevent it, Wal-Mart is constantly under attack from various criminal who think that they should not have to pay for their products. While some of these new crimes seem ingenious, others seem like they should have been thought through a little longer.
People are unfortunately using their handicaps as a way to pilfer the local savings store. Some devious individuals have discovered that they will be under less scrutiny if they use the shopping scooters that Wal-Mart provides to some of its guests. Some people have been arrested for wearing extra large clothing with hollowed out midsections in order to stuff as much free stuff into their fake clothing as possible.
Some brazen individuals use the sheer size of a Wal-Mart to their advantage. The process is is simple as walking to the electronics department, grabbing a Blu-ray player or a television and then walking out the door. The anti theft alert may go off at the front door, but the thief just keeps walking and is rarely stopped.
Wal-Marts have fairly lax bathroom policies, and there is generally one located near the back of the store. Some thieves will take goods into the restrooms and then stuff them wherever they fit.
More info here: Wal-Mart Employee Causes Couple to Lose Custody of Kids