I'm another that used to do a lot of catalog purchases, before the internet. Something I could rarely find locally, though there is more demand now, is shoes in my size - 16EEEE! Clothes were not available locally for 'big and tall', and, while they are more available now, I still buy most of my clothes online. I used to buy other things from catalogs, that simply were not available locally - the reason I now buy most things online. Tools and hardware, for my workshop, and seeds and other things for the garden, were things I got the most catalogs for. A company that originally just sold through catalogs, but now has stores, is Harbor Freight. I used to get 3 or 4 catalogs in a week, and if I looked closely, I could find the identical item cheaper in one of the catalogs! Many just stopped putting out paper catalogs, but seed catalogs are still coming in, as any gardener here knows!
I got Amazon Prime when it was first out, and it saved me a lot, because I frequently (before I had it) would have to find several things I didn't need, to get up to the free shipping amount! No telling how much that has saved me!
As for food, there are countless things that you simply can not find locally. I try to buy what I can locally, and I have a number of good ethnic grocers for things I used to have to take long trips for, but there are still things I have to order.