Union officials promise the demonstrations will culminate on Black Friday with demonstrations or walkouts at hundreds of stores across the country.
Wal-Mart's U.S. division employs about 1.3 million workers.
"We respect all of our associates and respect their right to share their concerns," said Wal-Mart spokesman Dave Tovar. "We are always willing to hear those concerns. There has not been any retaliation against our workers who are simply expressing their views, nor will there be."
Tovar said Wal-Mart has a system of "coachings" and disciplinary actions similar to any other large company. Those are implemented when employees "purposefully violate lawful company policies at the store or create an unsafe environment for other workers or shoppers," he added.