I once bought a SNES game that couldn't be found at local stores (final fantasy 2) by 1/ finding a guy on a message board with the cartridge, 2/ mailing that person a check, and 3/ waiting (probably weeks?) to receive the cartridge in the mail. The old Internet. I still have that game btw.
For me, it was much easier to make friends with the manager of the local Blockbuster knock-off rental place and order games via them. Though I did once walk 6 miles (round trip) to Wal-Mart to buy Illusion of Gaia with allowance money.