I used to have a Zip drive in my PC in high school -- I remember saving 3ds Max files to it when I was first learning to model. And Deadlock, a turn-based strategy game that came with some version of Windows, I copied it onto a Zip disk and distributed it to some friends. But as I remember they were too busy with Kingdom Under Fire and Brood War.
So I went back as soon as I could a few days later, walked to that intersection and up that road, about a hundred meters.. and the shop was not there. There was nothing on that corner. I thought I was losing my mind, or at least I had managed to mess up something.. after that I started out from every bridge on the Tiber, walked to the nearby major intersection, and up whatever street in the right direction. Nothing.
I continued my search for years after that whenever I came back to Rome, but I never found the shop. At that time I didn't really want to buy the coffee machine anymore, I just wanted to solve the mystery.
Obviously (if I think logically) there's a natural explanation, but it still comes back to me now and then, all these years later. Back when I read that Pratchett book in your link, which went into details about how a Wandering Shop behaves, I suffered major déjà vu!
It was one of those weird shops that never seemed to actually open or have anyone come through the door. The rest of the stock seemed to be travel clocks and things like those waving cats. I think it was mainly a wholesale business but nothing ever seemed to come in or go out.
I walked past the shop every lunchtime and grew increasingly obsessed with this box of discs, the first I'd seen for sale for maybe twenty years. Where had it come from? Why was it in the window? Who was going to buy it?
Eventually I decided that I'd have to buy them myself, just so I could stop thinking about it.
But the next time I walked past the shop, the discs were gone!