Macy's came to recruit at my school where the company held 1:1 interviews. The interview consisted of a coaching exercise and a behavioral interview. Then for second round you were asked to complete some online assessments for retail math, personality, etc. The second round interview lasted 2 days. The first day was informational and the second day included a group presentation and 1:1 interviews.
Macy's did a great job with the recruiting process. Also, what stuck out most throughout the interviewing process was how excited all their employees were about their jobs as well as Macy's as a company. It seemed to have a great work environment.