Is the dataset linked in this page?
Data from this trial are available on the Biometrics journal website as supplementary material to the paper:
Ten Have TR, Joffe MM, Lynch KG, Brown GK, Maisto SA, Beck AT. Causal mediation analyses with rank preserving models. Biometrics, 2007, 63(3), ...
Thomas J. Holmes compiled data on Walmart store openings from 1962-2006, which you can download
You could compare to the 2017 data from Brandify to find stores opened since 2006 (which stayed open until 2017).
I don't know of any source of store-closing data.
Some of the projects listed under the data sets section of dspinelli's awesome list for mining software repositories (MSR) stuff might be useful. Some examples (additional information found on the GitHub list and through the links themselves):
CoREBench: Realisitic, complex regression errors
Bug Prediction dataset
Unified Bug Dataset
Ultimate Debian ...