Walmart and Target don't really have to worry much. That's because neither Toys R' Us or Gamestop have had Amazon as their primary concern. Toys R' Us went under because the last group that bought them saddled them with too much debt. Gamestop, on the other hand, is losing more sales to the big 3 console makers than it is to Amazon. Each of the big 3 has an online store where they sell games digitally. That is what is hurting Gamestop the most.
Walmart, Target and Best buy have to worry about each other as much as they have to worry about Amazon. Amazon is just another competitor. In other words the retailers are more or less fine.