 Some of the response to this just came in on the text line. No, it's not illegal to film in Walmart, but it is against their policy. They will remove you from the building, and if you are caught, if you're caught, they'll remove you from the building. If you get caught too many times, or if you become belligerent, you'll be banned from Walmart. So there you go. It said, when I was in art school,