Sometimes while travelling, tourists need to 'stock up' on a variety of items. Other times one family member may be attending a business meeting and the other family members need to kill a few hours until the family is reunited again. If a place is new and there are language barriers, it is natural for people in some cultures to contemplate what they would do in their own country: go to the mall!
For some reason, shopping malls in the American sense of the word never really caught on in Austria. You can find the Austrian rendition of a shopping mall at the Europark Shopping Center near the ring road in Salzburg, but to find another one of the same calibre, you would need to go to Linz or Passau.
At the northern edge of Salzburg's business district, you can find something much more common in Central Europe, the Messezentrum Salzburg (literally 'trade fair central'). While not a shopping center in its own right there are lots of upmarket shops and restaurants in the vicinity.
Macy's is an American thing and keeps its business presence in Europe limited to internet catalogs. Illum is basically identified with Copenhagen and similarly reaches out via the net. Debenhams is doing great on Oxford Street but operates on the same model as the others. I recall Marks and Spencer trying something there on the 'bricks and mortar' model, but it closed down a while ago. Perhaps when the global recession retreats far enough these shops will again try to penetrate Central Europe with a proper business presence, but that's conjecture and well into the future anyway.