Lately, I've had a hard time finding a local supply of a couple of odd-ball items. Today was 1/2" x 23 ga. micro-pins.
I found both at HomeDepot.com. Though not stocked in the store, it was easily available via their "ship to store" option (free shipping). Pick up was easy and quick (even gave me a bottle of water for using the service). If the item does happen to be available at the store, the web site tells you how many at your "home store" and even which aisle to find it in. But there are a lot of items that are not stocked in the stores, but available online only. Not sure how they make any money on this. My previous item was less than $4, they put in a nice box with bubble wrap and FedEx shipped to the store. But I'm not complaining. Beats paying $10 shipping on a $4 item.
Many places have a similar service (Ace, DoItBest, Lowe's, Menard's, Wal*mart) to name a few in case you don't have a HD handy. But I've found their service one of the best.