It's not impossible, just hard. There's no exchange you can go to, and dealers will generally not work with you if you're a small fry.

In NPR's case, I'd say: (a) it looks like they worked directly with the seller, not with a bank/broker/dealer, and (b) their foundation has $250MM of assets, so they're not exactly a small fry (http://www.npr.org/about/statements/fy2008/fy08nprfoundation... [pdf]).