I bought two sets of tires on walmart.com last fall. They cost less there than anywhere else. They shipped to the local walmart where I had them installed.
The Walmart tire place will install tires from anywhere without a hassle. You can order from any online tire seller and get them installed at Walmart. I have been happy with tire purchases from Amazon, they seem to arrive the next day.
I'm pretty sure the Walmart tire place is just there to increase foot traffic in the store. They charge incredibly reasonable prices and they are always really busy. This results in people hanging out in the store for an hour or two: Just what Walmart wants.