Circuit City didn't ask any questions, just handed them the ones I killed and they gave me brand new ones. They didn’t look at the s/n or any thing, just said “It doesn’t power on, can I get a new one?”
I know your right about Wal-Mart, they are little pricks when it comes to the s/n. A friend went to return a dead PS2 to them (after he tried to mod it) and they gave him such hell, he said it was never stepping foot back in there again. Got his money back though.