The Walmart near me has them near the lighting and paint section. If you ask an associate where the outdoor thermometers are they should be able to point you to the right location.
Some Walmarts cut-back their selection of outdoor stuff this time of the year or they move it all around and chances are the employes won't have a clue about it, Just look around and you should find it.
When I was first looking for them I asked a worker if she knew where they were. She directed me to the cooking section claiming the only thermometers they had were the kind used to check meat temps.
Check hardware first, in the thermometer section there. If not there, check sporting goods (camping), or gardening center. At my Walmart stores they are in the hardware section.