Arnold Schwarzenegger at Walmart Save Money, Live Better With Security

11/5/2011 5:00 AM PDT

Arnold Schwarzenegger At Walmart -- Save Money, Live Better ... With Security

Arnold Schwarzenegger's late night run to Walmart turned into a full-blown mob scene -- his security team tried in vain to keep the crowd at bay.

Arnold tweeted this pic from the checkout line, with the caption, "Albuquerque is getting cold, so I bought some warm clothes for my crew today. Thanks to the employees who helped me!"

A store employee tells TMZ ... Walmart managers dispatched their in-house security team to control the fans who hounded Arnold for pics and autographs.

Arnold's there shooting a movie -- and we're told he slapped down his Amex to purchase a bunch of long sleeve shirts and a few jackets ... totaling about $300.