We actually had a milkman for a period when I was growing up.
Certainly, as you go back in time, there was a lot of local delivery especially in urban areas. Mail order, Sears catalog notwithstanding, less so. Just to pick one random example, ordering music, movies, or books pre-Amazon was really pretty limited.
E.g. "milkman" is a word in English. Today, most people haul their own milk home from the supermarket.