The process took 4 weeks. I interviewed at Macy's (Chicago, IL) in Dec 2011
Interview
Started with a phone interview. Questions were all behavioral. Tell me about a time when... Next there was a skype interview with another recruiter from Cincinnati. Also, a behavioral type interview. A lot of the same questions. The interviewers just want to check for consistency and get to know the candidates a little more. Finally was a 1:1 interview with a store manager. Make sure to ask the manager more questions than they ask you.
I applied through college or university. The process took 1 day. I interviewed at Macy's in Feb 2012
Interview
An interview prep night was hosted the night before the interview by the recruiter and four macy's employees who turned out to be interviewers for the next day. They were very kind and helpful, going over what the position would entail and even gave you the format of the interview for the next day.
There's two parts of the interview: one case analysis in which you choose to train 1 employee out of 4 given. You have a 10 minute reading period to yourself then the interviewer returns and you make a case of why you chose that particular employee. The second part was a typical behavioral analysis, with questions like "When was a time you had to make a quick decision?".