The head of Walmart visited Israel in March.
Shufersal, Rami Levi, Victory and Yohananof were among the Israeli businesses to report losses.
A spokesman for Walmart said the company had yet to see a copy of the complaint and would respond appropriately in court.
Duncan is a town of roughly 22,000 people located about 80 miles (129 km) south of Oklahoma City.
FDA says new testing method found unacceptable levels of impurities in heartburn drugs
Looking at the faces of these desperate families, anxious about their futures, I kept asking myself, “Are these the people who our government is so scared of?”
The retailer said it took the action following the death of 22 people in a mass shooting in a Walmart store in Texas.
"We don't want this to happen again, we don't want these hate crimes."
Some gun control activists and Walmart customers now want the retailer to drop sales of guns and ammunition altogether.
The US attorney for the western district of Texas, John Bash, said federal authorities were treating the massacre as a case of domestic terrorism.