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Expanding on the concept a bit, you could go with a hierarchy of contexts, if you have some items you prefer to get at a particular store, and others where any of your stores would do.

Grocery stores (Location: "Target" OR "Costco" OR "Safeway")
-- Target (Location: "Target")
-- Costco (Location: "Costco")
-- Safeway (Location: "Safeway")

Stuff you are happy to buy at any store you put in the Grocery stores context. You only want to buy orange juice at Costco, so you put "Buy OJ" in the Costco context. Safeway has a deal on Coke this week, so "Buy Coke" goes in the Safeway context. You need some bread ASAP, and don't care which store you buy it from, so you put that in the Grocery stores context.

Look at the map and you'll see the Safeway context next to the nearest Safeway location, with an action to "Buy Coke". Similarly, Costco will have a "Buy OJ" action at the nearest Costco. The Grocery stores context will show up at the nearest location of any of the three stores and will have the "Buy bread" action. Go to a store, buy everything on the store-specific list, then check the parent list (Grocery stores) for anything else you can do while you are there.