I don't know the absolute stats but in 12 years of adulthood I've never had to show a receipt to anyone in the UK and in about 12 weeks of vacations in the US, I've done it several times. So yeah, it might not be a standard thing there, although it does seem to be more of a "thing" people accept.
Ah man, I can't remember all the stores I've been in while on vacation ;-) But yeah, definitely Walmart, and another I remember in particular is Fry's.