I had the same thing happening at my local Wal Mart.
I have an uncle who sets up at the local flea market, he sells and trades in guns.
The guy across the aisle from him always has .22 LR ammo, the 550 round Winchester from Wal Mart. He sells a brick of it for around $60.00.
Anyway, my uncle asked him one day where he was getting all of the ammo, he just flat out told him, he was paying one of the Wal Mart employees $100.00 a week to hold back ammo for him. He was getting nearly all of the ammo that came in.
After hearing this, and having a background in overt/covert operations, I did a little sting. Caught him in the act, video taped it and took the vid to the store manager.
Said employee was fired on the spot. He was really pissed too. Threatened me and everything. I was really scared and stuff too...

Now, .22 ammo is still hard to find, but it is available now, I picked up three 100 round boxes this evening.