Unlike Wal*mart Sam's has open and closed hours.
You pull in after hours, and skip at least an hour or so before they open and they won't complain,, or at least did not when I did that. Same with most stores that close overnight.
Just remember: You assume all liability and responsibility, Sams is not providing you with security or anything else.
Of course if you are a member, and head in and stock up on essentials (Say TP, or Corn Flakes) ... or new GC-2 Batteries cause your old ones only lasted an hour last night... Then you are a customer using their lot legitimately.