Alcohol sales vary hugely between states. In some states, you can get hard liquor at Wal-Mart while in others you can only get it at state run stores.

The rules about licensing mean some areas gas stations usually don't even sell beer, while in other places they have giant walk in beer freezers.

Some states or counties have dry laws where they don't sell alcohol on Sundays, or maybe no hard alcohol, or maybe you have to wait until noon to be able to buy it.

It's all over the place.

As for the Wal-Mart machineguns, I think you've gotten enough replies on that detail, but again gun sales are something with huge variety. Some states have put restrictions in place where a Wal-Mart theoretically could still sell guns but doesn't because of the hassle, and gun stores end up being few and far between, while other places basically just have the Federal minimum in place.