Hi beamMEup!
I'm not sure about Macy's, but I do know that Public Savings Bank reports their secured Visa credit card to all three major credit bureaus at the end of each month. They even report their cards as regular credit cards, not secured credit cards.
Their card is a great tool if you're looking to re-establish your credit history. It's also great to use if you have no credit history. I don't even think they do a credit check when you apply. It's really a great deal.