I've seen grocery stores offering this.

Giant: http://www.peapod.com/ Ralphs: http://shop.mywebgrocer.com/ Safeway offers same day delivery: http://shop.safeway.com/ecom/home

That's a few different regions, and the Ralphs has been doing it for over five years. I bet the idea has spread to most major cities by now.

I don't know why this hasn't just displaced normal grocery shopping. Lack of knowledge about it or customer comfort, hard to establish new buying trends for basic purchases, no idea.