At least these days you could--the internet is great that way. Back in the day, if you didn't have a game shop in town you would have to special order things (if you knew about them at all) with a 6-8 week turnaround time, more often than not.
The worst was discovering a game from a company that existed only a few months ago but who had closed its doors. Your hard-earned money would be in postal service limbo while they discovered that the game company was no longer and you couldn't special order it any more. You would have to resign yourself to waiting fifteen years for Ebay to be invented.