There is no legal reason to have to show any proof in the States. Service dog in the States do not have to wear any identifying vests, harnesses or tags. They do not have to be certified. And asking for proof is actually agianst the law. Legally there are only 3 questions a business can ask a service dog handler. Is that a Service Animal, Are you Disabled and What tasks is you Service Dog trained to do? Those are the only things they can ask. Since not all Service dogs wear gear and not all are certified asking for proof is not a legal requirement for Access.

In Canada the only proof that can be requested is a Dr.s note. Not certifacation or tags.

I was not there in Walmart so I do not know the whole story. I am only posting what can legally be asked. If you would like links to this I will gladly post them.
Nicole