I considered that route when first started getting my bogus coachings. I had plenty of evidence in the form of text messages, metrics reports, evaluations, and memos to prove that I had been valued as an employee, so I thought I had a case. I have a close relative who is a professor at a major law school whom I spoke with about such a lawsuit when it became my time for the corporate version of the walk of shame. Age discrimination is not only very tough to prove, but Walmart has plenty of attorneys who drag out such cases forever until you go broke from your own legal fees. The company is well versed on how to screw people around without consequence. They start by documenting trivial "infractions" with dubious coachings. Then, when they've got all the documentation they want, they give you a low evaluation score. This score is lower than you've ever before received and probably by a large margin. Finally, you are either terminated for "cause" or if you're smart you've already hit the road and found a better life. Like I did. We've all seen it happen many times to longer term associates, so everybody usually knows what's going down long before the axe drops. There are truly no surprises anymore to anybody who is paying attention.
Such a sleazy company.