There is no "national retailers database" set up by law. If there is some database maintained by private company or association or group--e.g. a retailer's support, advocacy, trade, etc. group--there is probably nothing at all you can do about it. People may post, track, keep records of, etc. true publically available information--and if you confessed to a store that you shoplifted, that information is public in the sense that unless there was specifically some "nondisclosure clause" in what you signed, they have the right to post or distribute that information. Therefore, from what you right, it sounds like if there is such a database, it has the right to post information about your shoplifting as long as everything posted is truthful. (If not truthful, you may have a cause of action for defamation.)