Apparently, your “coworkers” enjoy harassing you. It is not clear whether they are harassing you because you are black, because you work in the receiving department or because of some other reason.
In any event, it would probably be in your best interests to report this misconduct to Sears Regional HR and/or EEO Departments. I can virtually guarantee that regional HR or EEO representatives will not find their “voyeurism” amusing.
If, however, this behavior continues after you internally report it to company HR and EEO representatives, then you should contact the EEOC or the state FEPA to file a racial harassment charge.