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Although Wal-Marts allows you to camp free for overnight in their parking lot, Baring any local ordinances, of course. All they ask is that you not 'set up camp', meaning leave the awning rolled up and the lawn chairs away. They also would like you to inform the manager and keep things neat.
For safety purposes I would not recommend this at all except as a last resort without having any other safer place to stay for the night. Plus in some states it is not allowed.