I've resigned myself to the fact that there are ingredients just that have to be ordered online, pastry flour, for example. (All I can find locally is whole wheat pastry flour, which I am not impressed with.) I can't find semolina locally any more, either. (The co-op used to stock it in bulk but dropped it.)
WalMart's selection often leaves a lot to be desired. I buy some items there because of price, but even then the local chains often beat them on the basics, especially if you watch for the sales.