Although there is no federal law against sleeping in a vehicle, staying in your car overnight is illegal in some states and cities. Laws about sleeping legally in your car vary across states, counties, and cities.
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The policy of Walmart welcomes RVers to spend a night in their parking lot, as long as you have the individual location's permission. In some places, city zoning laws or ordinances will prohibit overnight stays in parking lots. Typically, larger cities are most likely to have these types of restrictions in place.