Walmart in Nassau Park Closed, Now What? I never thought I'd see the day when the Walmart in Nassau Park (West Windsor), would go out of business. I was shocked, actually. You can anything at Walmart, cheap. Nonetheless, it closed its doors for if good last summer. I didn't go often, but when I needed to, it was very convenient. Now, the huge retail store sits empty, like so many others in the area. sigh. I went to browse in HomeGoods (one of my favorite stores ever) recently, glanced over at the former Walmart, across the parking lot, and wondered what we'll see next in that space.