Target, Walmart, and the like typically only carry fill-in-the-blank invitations. Some may offer kits that require you to put everything together. If you're looking for professionally printed, personalized baby shower invitations, there are a number of stores online. Make sure you check the company's BBB score, their facebook page, customer reviews, and so on. I recently got my invitations from www.babycachet.com and I was able to order and receive my invites within 3 days. The finished product turned out great too!
Baby shower invitations can be purchased at any store that sells greeting cards. You can find them at Hallmark, Target, Walmart, and Meijer. You can also find baby shower invitations at stores that sell party items like Party City.