On what should be the happiest day of the year for retailers, Wal-Mart workers and supporters held Black Friday protests outside stores. They planned demonstrations outside 1,500 stores around the country.
"Everyone has a living wage and we need one, too," said Myron Byrd, 45, a Wal-Mart worker and protester who was led away in handcuffs by police. He was one of two employees arrested for allegedly blocking traffic at a demonstration by about 75 people outside a store in Chicago's Lakeview neighborhood.
Hoping to bring attention to their demands for improved working conditions, protesters want the giant retailer to increase wages by 42 percent from $8.81 an hour.
(Read more: Wal-Mart ups the ante on Black Friday yet again)
An increase to $12.50 an hour would boost the salary to $25,000 from $17,000 annually.
In a statement, Wal-Mart officials said the company "provides wages on the higher end of the retail average with full-time and part-time associates making, on average,close to $12.00 an hour. The majority of our workforce is full-time, and our average full-time hourly pay is $12.81 an hour. We are also proud of the benefits we offer our associates, including affordable health care, performance-based bonuses, education benefits, and access to a 401K."
"Of course, we have entry-level jobs and we always will. The real issue isn't where you start. It's where you can go once you've started." It added that "by year's end, we will have promoted 160,000 associates, including 25,000 this holiday season alone."
—By CNBC's Izzy Best with reporting by CNBC's Phil LeBeau.