many of your local dealerships also own dealerships (or are partners with) dealers in other states. go to a dealer and let them know what car you want..chances are they have it at another place. this is done quite often. however, it probably will not be shipped on a semi unless by some odd chance they are getting a large group of cars in from that same area. most likely it will be driven over so your car may show a few hundred exta miles depending on where they have the car you want.
for instance, when my brother had went shopping for a honda civic..the one he wanted they didnt have at that lot..but they did have it in alabama. it got driven over within the next few days and everyone was happy