I applied for both Sales Associate and Cashier.
First there was the online application. Normally, you have to do a survey that takes about twenty minutes. However, it wouldn't let me proceed to the survey, so I just forgot about it. Two days later I received a call from the manager. He basically did the survey over the phone (asking scenario questions, why I want the job, availability, etc.)
I was told I'd hear back by the end of the week, and was called two days later to come in for a group interview.
The group interview consisted of myself and five other potential employees. The manager and two assistant managers were present (another manager was absent because she was on vacation).
First we introduced ourselves with our name, why we want to work at WalMart, etc. We then did a couple role-playing skits. (One person would be the customer, one person would be the associate). This was very laid-back and easy.
Then we proceeded to "speed dating". We would sit with each of the managers and they would ask us a question and within a minute we had to answer. They rotated until all three managers had asked us two questions each.
We ended the interview with the WalMart cheer. We were all told that we'd hear back within 48 hours, regardless of whether they chose to hire us (which is nice.)
Overall a very positive experience. Great management.