In MA it's town by town becaue of the way that licensing to sell ammunition works.
In most other states at least the "Super Walmarts" sell ammunition. Some sell long guns as well.
When Sam Walton ran the place they sold firearms and ammunition as a means to get men in to the store. Those items were loss leaders, just to draw traffic.
In 2007, Walmart hired a former Clinton PR guy to be in charge of marketing. He decided to try to take the company upscale and guns were not on the list of item.
Upscale Walmart, imagine that.
It went over like the proverbial lead balloon, and about four years ago, they decided to go back to their roots and start selling firearms again, as well as other hunting and shooting related items.
I don't know why the stores near you don't sell ammunition, but most stores I've been in outside of MA do.
Right now selection is very iffy. Generally prices are competitive, but one of their buyers must have goofed a while back because for the past month or so they've had some pricey Turkish imported 5.56 and 7.62 ammo sitting on shelves.