From the Wall Street Journal:
Arizona shooting suspect Jared Lee Loughner was turned away from a Walmart store when he tried to buy ammunition, but was sold the bullets at another Walmart nearby, hours before the rampage, according to people familiar with the matter.
Federal investigators probing the shooting are focusing on the sequence of Mr. Loughner’s actions as they try to establish that he was acting with some planning despite his apparent mental-health issues, according to these people.
It was unclear what caused the first Walmart store clerk to turn Mr. Loughner away that morning.
This article appears in Jan 6-12, 2011.

I SHOP at those Walmarts; please let me know the details!
Well, thank God we have law abiding and responsible stores like Walmart. They only sold him the bullets, but he also wanted to buy a bottle of wine, which they didn´t sell to him, because he had no ID to prove that he was of drinking age.