I quit my position at this retail store that I use to work for about one week and half ago.
2 days ago I received a call from the asset protection from the company regarding my recent departure from the company and they want me to call. The next day they called again and said that they are doing an investigation in the store that I use to work for. And that they have a few questions for me. At the end of the message they said that they would prefer to handle this internally as suppose to going outside to handle it.
I felt intimidated and have not called them back.

What can they do to me? I don't want to get in trouble and I am really stressing out over this. I am no longer employed there, and they called me once I quit which is 1 1/2 week later.

Please help me anyone

You have no obligation here, so do whatever you feel is right. If you left on good terms, and know that you have done nothing wrong, then by all means call back. It's always good to maintain lines of communication with former employers (never burn your bridges). It could be that this has nothing to do with you - maybe they're investigating a former co-worker. However, be very careful in what you say - anything you say can and will be held against you! If during the call you begin to feel at all uncomfortable, you have no obligation to stay on the line, so if they accuse you or insinuate in any way that you did something illegal at that point say goodbye and hang up.

Did you take anything from work or help someone do so? Or, did you possibly witness someone taking something?

I would call them back, if you avoid them they will just assume you stole something, and if you did steal something well that's up to you what you want to do.

They can not force you to talk to them, they can of course file a criminal complaint if they have evidence you did a crime

If you stole something, what they are wanting to do at this point, is to set up a payment plan for you to pay them back for what was stolen and for damages.

If they have the proof, they will press criminal charges, and still be able to sue you in civil court for the damages.

So I guess the question is, are you guilty?? Did you steal things?
If you did, you need to get an attorney now, and allow him to be the point of contact if anyone tries to talk to you about it.
If you stole he may be able to work out a payment plan with them, without admitting any guilty.

But only you know if they have evidence on you or not.