Shop for Twin Sheets in Bed Sheets. Buy products such as Mainstays Microfiber Basics Sheet Set at Walmart and save. Twin sheet sets may include either one or two matching pillowcases. However, in some instances, pillowcases aren't included. This gives you the opportunity to integrate a bold pattern as an accent if you have solid colored sheets. Be sure to look at the product description when you are shopping for twin sheets to explore what pieces are included!