The answer is simple. Keep your main data base of customer information in one place. By keeping a single database of your customer information you will keep greater quality and minimize duplication of customers.
For most retail stores it probable location is either in their the Point of Sale System or their accounting system. The only issue is that where ever you keep it, make sure you can export the customer information as a file in standard formats like .csv or Excel spreadsheets. From their you can import your customer information into other applications to send newsletters or other promotional efforts.