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.
In cold weather, blankets or a sleeping bag may provide enough warmth. In hot weather, you may need to crack open your windows, but it is only safe to do so if you are not idling the vehicle. If it is too hot or cold for these methods to work, you will have to run your HVAC system in order to sleep.
This number has been declining as zoning laws and city ordinances are increasingly banning overnight parking. Store managers may also not allow it. According to Walmart's website, “Permission to park is extended by individual store managers, based on availability of parking space and local laws.