Yep, there were WebVan and PeaPod; both tanked (at least in SoCal). I "think" that even now, some supermarket chains still offer order/delivery service; however, I do the shopping for the family and don't really mind as I do most of the eating too... (Plus the Pepperdine Malibu blondes shop at the same two stores I do, but that's not a factor...
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My main issues with online clothes shopping are shoes, suits, or sunglasses. Those are 3 things that you just can't be sure are "right" without physically handling them and trying them on. I greatly dislike having to return online purchases so tend to only order stuff that I am 98% sure I'll keep.