I've seen stores sell fresh fish of other varieties....but not sardines.  Being half portuguese by descent... I often yearn for some of the traditional meals of my youth. I lately have been REALLY craving for some Sardines. No...I dont want the stuff from the can.

Try Lee Lee supermarket they have a large fresh fish section.

There are a few places that will special order fish for you

Hobe Meats
Blue water grill

Not gonna be cheap!

Pricey, I don't know, but fresh

We've ordered a few things and delivery has been prompt and the items fresh.

If you're in the Phoenix area, for the love all all that is holy, go to the Chandler location and NOT the Peoria one.  We shop there (Chandler location) a lot so the wife can pick up jars of snout and pork floss and whatnot when she wants to cook family recipes.  It's clean and the people are nice**.  We stopped at the Peoria store once, on a lark, and it smelled like their entire freezer section was running at about 52 degrees with all the associated funk.

**  I say nice with the following caveat:   Apparently if you're white and you go to the little bakery section where they sell the steamed pork buns, you aren't getting the "Buy 10 get one free" card.  Wife gets one.  Filipino buddy from the Army gets one.  Vietnamese co-worker gets one.  Tubby white guy (me), no damn punch card.