I have the misfortune of being in New Jersey right now and the Walmart's here don't carry guns or ammo. To buy ammo you have to have a New Jersey Firearms ID card.
2C:58-3.3. "Handgun ammunition" defined; sale, purchase, etc., regulated; violation, fourth degree crime.
b. No person shall sell, give, transfer, assign or otherwise dispose of, or receive, purchase, or otherwise acquire handgun ammunition unless the purchaser, assignee, donee, receiver or holder is licensed as a manufacturer, wholesaler, or dealer under this chapter or is the holder of and possesses a valid firearms purchaser identification card, a valid copy of a permit to purchase a handgun, or a valid permit to carry a handgun and first exhibits such card or permit to the seller, donor, transferor or assignor.