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.