New York City’s comptroller has asked the Securities and Exchange Commission and the Justice Department to investigate whether Wal-Mart illegally spied on some of its shareholders.

The request by New York City Comptroller William C. Thompson follows a string of allegations by a fired Wal-Mart security operative that the giant retailer had wide-ranging surveillance operations against employees, critics, suppliers, consultants and shareholders expected to challenge some of the company’s policies at an annual meeting.