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Does anyone know where to find shapefiles of businesses such as grocery stores or gas stations?

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There are 2 similar questions that contain answers that may guide you to find the Points of Interest data you are looking for:

Particularly take a look at OpenStreetMap, SimpleGEO, and POI Factory.

Additionally, you should browse the questions tagged as POI, business, data, and datasets.

Whatever dataset you choose to go with, be sure to read the Terms & Conditions to make sure you are legally able to use the data for your purposes.

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