Three people were fatally shot at a Walmart store in Colorado on Wednesday evening, police said, in a country that is struggling with frequent deadly gun violence.

There are "(3) confirmed dead," the Thornton Police Department said on Twitter, raising an earlier toll after a woman whom it earlier announced was transported from the scene died.

"There is currently NO one in custody," said the department, appealing for "anyone with information" to call. 

Last month, a gunman in Las Vegas killed 58 people in the country's worst mass shooting in recent history.

More than 33,000 gun-related deaths occur annually in the United States, according to a study released this month.

While US politicians are quick to enact sweeping policies, including military action, in response to "terrorism" attacks, authorities have taken little concrete action to address the far-deadlier epidemic of domestic gun violence.

The inaction is largely due to the powerful National Rifle Association gun lobby -- and Republicans who rely on it for funding and other support -- categoric rejection of gun control measures.