I've been able to find a few things locally. It also helps that I have several LBS to choose from as well as REI and Performance.

But here's my typical conversation at my favorite LBS.

LBS: Can I help you?
ME: Ya, hi. I'm looking for blah blah blah.
LBS: No, we don't have that. But we can order it for you!
ME: Ummmmm yeahhh.... I'll let you know if I don't find it locally. <--- translation: I can order it myself, thank you!