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The way to steal a game from Walmart or similar store is to wait until late at night (half of the doors get locked at like 9pm, usually the side with merch since people are more likely to be coming in for food.) Preferably one out in the middle of nowhere. At that point you have minimum security. If you need a distraction, have a buddy pick up a foam cooler and walk around putting things in it. That gets loss prevention on your ass. Then it's just a matter of running out the door with the game to a dark area nearby with a waiting car. Since the games are like $60 you're only hit with a misdemeanor theft charge if you do get caught.
