That happened in our town once. Except that it took a slight detour and went shopping first at the downtown Penny's.
http://www.thenewstribune.com/news/local/article25880893.html
I don’t think this wasn’t the bear we had making occasional visits to our home, but they do get adventurous at times. At least our bears usually stay out of Penny’s... I think that they prefer Sears.
My wife said the bear in your town was probably looking for pantyhose in Penney’s. They now carry extra extra large in support hose and they make even a female with big hairy legs look good.