I think it depends on the chain store. I've never noticed any decent strategy game at Walmart, though I wouldn't be teeerribly surprised to see Catan anymore. Target has had Catan for years and seems to be expanding their selection: I've seen Ticket to Ride, Pandemic, expansions for Catan...I believe I've seen several more but am not remembering at the moment. Barnes and Noble, the largest bookstore chain in America, has an excellent selection of strategy games that might include Agricola, Dominion + Expansions, Arkham Horror (and several other games in that line), at least a couple Star Wars games including the LCG and X-Wing, and many more in addition to the ones offered at Target.
The thing is, these chain stores will never have the selection or the knowledge of a FLGS, plus their prices are high and by buying there you're not supporting local. The only reason I'd buy a game from one of these places is if I had like a 40% off coupon on a single item or something.
Edit: Their websites also have a stronger selection. Even Walmart offers Dominion, Pandemic, Terra Mystica, King of Tokyo, Puerto Rico, Smallworld, Agricola, Carcassonne, Mage Knight and others on their website. But despite that, the "Strategy Games" category on their website was labelled with Munchkin and Battleship.
Edit 2: Also I discovered years ago (when I had a gift card and before they had so many great options) that their site has dozens of rethemed Monopoly games. Just pages and pages of rethemes. It's pretty amusing to just browse their "classic games" to see what you find. Some good ones:
Over the Hill-opoly, Dog-opoly (as well as Shihtzu-opoly, Mutt-opoly, Westie-opoly, Poodle-opoly, Puppy-opoly), Photo-opoly, Post-office-opoly: Holiday Stamps, DIY-opoly, and -opolies for just about every city and major university in America.