In my case, I went in for 2 interviews the same day: not sure who the first person was, but the second was the Assistant Manager.
Depending on how you score on both of those interviews, you are invited back for paperwork: drug screen, background check, credit check.
Provided those pass, you are invited back a third time for orientation. Orientation consists of more paperwork (I9, W4, et al), training videos ("Unions are evil and Wal Mart is wonderful", safe lifting, customer service, some other brain-melting dullness), tour of the store, possibly attending a store meeting, and receiving your schedule. (Your first full day of work will be sitting in front of a computer and completely extra mind-numbing "training" videos. If you have an ounce of common sense, it will be a breeze, but a LONG boring day)