Most of the stores near me (halifax, ns, canada) only do that with used games.
For new, they keep an open box on the shelves, you can either bring it to the counter or just go to the counter and ask for it, then they open a locked display case behind them (making their shelves kinda pointless, as you could just look and see what they have, but anyway) and grab you a sealed copy.
The other stores up here that sell games, a lot of them anyway, they are in one of those security cases like CD's and lots of DVD's have and you just grab 'em and bring 'em to the cash. Mind you, it's Canada and we're more laid back and overweight so it's less likely somebody would make a mad dash for it. Though I've considered it more times than I'd like to admit. Maybe a few more months of Wii Boxing and I'll be up to it.