It seems unlikely, but according to the NY Post the retail giant is scoping out locations in New York City:

Wal-Mart recently passed on a proposal by Related Companies for a two-level store of about 57,000 feet in Union Square where Virgin Megastores and Circuit City are closing, sources said.

The company's real-estate scouts have also been roaming the area around 620 Sixth Ave., said the sources.

Wal-Mart spokesman Steven Restivo said the Union Square sites “were never under consideration.” But he said the company is “still interested” in opening stores in New York, despite strong political and union opposition.

This might be a clash with unions that even Walmart would not be able to withstand. Will they simply stand by and watch as such an anti-union entity storms into their realm?