I guess it depends on what you are looking for - they are out there. Now, I say "local" I shop a lot at my "local" Ace Hardware. No, the company is not local, but the owner is, and I am on a first named basis with many of the folks that run the store. So yes, there is some challenges.Where is a local business anymore? Other than my small pharmacy and a little grocery store, I know none.
On another note - when a box store is my option: wife and daughter like Target over Walmart due to the cleanliness or organization of the store. If it is just me, I'll go to Walmart over Target because they do still carry guns and hunting (even though I am not there for that); but the weirdo's are just so abundant there - it's weird. What scares me, and I think of it often is - I sure hope I am not fitting in there.