I go to Sam's club a lot but usually just buy my milk, cold cereal, cheese, diapers, tp, that kind of thing there. Most of them do sell a huge bag of Anderson pretzels if you like those. Do you like chili? Some Sam's Clubs sell Stagg brand low-fat chicken chili, or fat-free (it actually has just a little) beef chili--excellent, excellent chili. Hmmm, let's see what else. Oh, I buy soups there--I just bought an 8 pack of Prego soup, 4 tomato & rotini, 4 chicken noodle. Both are loaded with vegetables and very low fat. Yummy, yummy, too. They also sell other brands of soups.
Different Sam's Clubs sell different stuff sometimes. You might find things I miss. Also, their products change occasionally, so it pays to just go up and down the aisles once a month or so. Only BE CAREFUL because they also can have some very, very tempting foods that I wouldn't dare put in my house! I'm not, unfortunately, a moderate person and they'd be devoured no matter how unhealthy.
Good luck and Happy Shopping!