The scare sent hundreds of shoppers at the White Plains, N.Y store into the streets, the paper says.
The store re-opened some two hours later after bomb-sniffing dogs swept through the store but found nothing suspicious, Public Safety Commissioner David Chong told the paper.
Store officials received two threatening phone calls shortly before 1 p.m. and decided to evacuate, said Police Chief James Bradley. Chong said police are investigating whether the threats were connected to protests around the country by activists calling for higher wages for Wal-Mart workers.
“Calling in a threat like this, on one of the busiest shopping days of the year, is not a joke," he told the paper.