I'm trying to sue a retail store but I can't find their legal entity name. Is there a way to sue without it?

It would be best if you had their Legal Name, rather than just suing them in small claims court with the generic Unknown Roe Corporation (which you can do). Send a friend into the store, their business license needs to be posted on the wall, it will have their legal name. Review county records, on line, you should be able to find their business name. Check with county records to see if they filed a DBA. See if you can find their website, and check for contact information. Check with the Secretary of State, and search business names, which in most case will give you the name of the owners. Good luck.