I was caught shoplifting at Walmart but let me go, what happens now?

Shoplifting is a crime in every state. the legal name for the charge is larceny.  larceny is the taking and carrying away of property of another with the intent to permanently deprive the owner of his/her property.  If you picked up and item and put in in your pocket, that is enought to convict you even though you never made it out of the store.  If the store stopped you and let you go without taking down any information, then you are VERY lucky.  However, if the store did take your name and address, you may be exposed to the charge as the police may come to your house with a warrant and arrest you.  Nevertheless, if you have not been charged at this point (i.e. more then 7 days after the incident), you may be in the clean.  there is nothing you can do right now other than hope nothing happens.  I would not ever retrurn to that store.