I live in an area that can be characterized as a giant suburb of 1 million+ people with no big city around it. There's one store in the industrial park with components and they've been around for decades, altho their ownership has changed hands a couple of times.
Real cities should have it better - I remember being in minneapolis and needing some bits for work and finding in the yellow pages a giant electronics store a few blocks from my worksite (downtown somewhere.) I was in a pinch in Cincinnati too and also found a local supplier.
These kinds of businesses are generally counter service, not self service retail.
A lot of people whine about paying $2 for five resistors because the same $2 gets you 200 at mouser. But you'll pay at least $5 for shipping and have to wait.
Check out octopart, sparkfun, adafruit, and so on. Much more fun these days.
Worse, they haven't found that niche to pay the bills.
In a few small towns I've spent a lot of time in, there's joint Ace Hardware-Radio shack stores which are pretty useful.
It ain't no Fry's (and even Fry's is pretty crappy compared to dedicated component stores), but it's better than nothing.