For crust, in a mixing bowl, combine the flour, oats, brown sugar, baking soda, and salt.
Using a pastry blender, cut in butter until crumbly. Reserve 1 cup of the mixture. Press the remaining mixture into 13x9x2-inch baking pan.
Bake the crust layer in a 375 degree F oven for 10 minutes.
For filling, in a heavy saucepan, melt the caramels with the sweetened condensed milk over low heat, stirring until smooth.
Spoon apple pie filling over the crust. Top with caramel mixture.
Sprinkle reserved crumb mixture over caramel layer. Top with walnuts.
Return to the oven and bake for about 20 minutes more or until the top is golden. Cool on wire rack. Serve with ice cream. Makes 15 to 20 servings.