No one knows where the term came from (Because the store's goods are shipped in big boxes? Because the store looks like a big box?) As a result, anyone using the term should be slapped with a large trout for using a phrase which they themselves don't really understand.
Also sometimes called a superstore, megastore, or supercenter.
So named because they resemble shipping giant boxes plopped in the middle of a sea of parking.
The King of Big Box Stores: Walmart.