Permission is generally granted at Wal Marts, depending on local ordinances, size and ingress/egress to parking areas, expectations on how busy the store may be (WalMarts around us are usually happy to see your RV, but around the Holiday Rush they ask you not to stay!!). Some communities do not allow overnight sleeping in RVs except in designated camping areas as well. Always contact the store managers to make sure what the local rules are and to get permission. This avoids middle of the night knocks on the door from local P D telling you to leave!!
BTW, thanks for the tip on RV Parky Sandia Man! Just downloaded it and might be one of the most useful 99 cents I have spent in a long time. We do have Exit Now but that generally only helps while on the Interstates, which we try to avoid now that we are both retired!!