I currently work for Walmart and thoroughly read all their discrimination policies a few months ago. They do have policies in place protecting trans people (I think they just wrote them a year or two ago), but that doesn't guarantee that you won't be discriminated against, it just means that your managers (or the person hiring you) can't do something to you specifically because you're trans, so they have to find other excuses to fire/not hire you.
So, I've decided not to come out at all and just try to pass as male until at least March so I can save up and move to CO. I'm in Alabama right now and already on hormones, but the general vibe I get is that people here are vehemently anti-trans, so even with the company's newly trans-friendly attitude, I don't want to risk coming out at work. I think there's at least a 50/50 chance I'd lose my job if I did.