SAN FRANCISCO, Sept 29 (Reuters) - California Gov. Arnold Schwarzenegger vetoed a bill on Friday that would have required retailers such as Wal-Mart Stores Inc. (WMT.N: Quote, Profile, Research) to prepare reports for local officials on the effect of proposed superstores on existing retailers in the same market. A number of local California officials have sought to block the expansion of the world's largest retailer in the state and some lawmakers have sought to help with state legislation aimed at the company. California's celebrity Republican governor said he vetoed the bill because it "effectively sends a message to retailers and...