Most do not. They buy their stock from various wholesalers in Vancouver, Winnipeg, Toronto, etc.
These wholesalers, in turn, have them shipped in from importers, usually in Miami or Los Angeles.
A very few of the very largest pet shops order directly from the importers.
Local and semi-local deliveries by regional wholesalers are normally made by heated and air conditioned trucks on a regular delivery pattern. For instance, Mondays they deliver to Edmonton and area. Tuesdays they deliver to Calgary and area, Wednesdays they deliver to the Trans-Canada corridor through eastern BC, Thursdays they deliver to the south Vancouver BC area, Fridays they deliver to the North Vancouver area.
(If that's the wrong end of the country for you, fill in your own city names.)
A few local pet shops may even drive to a wholesaler's warehouse to hand pick their stock.
Outside these regional delivery patterns, tarantulas and virtually all other exotic pets are shipped by air freight. This is especially true of any of those who get their stock from Miami or Los Angeles.
The Forum Magazine (American Tarantula Society - www.atshq.org) is currently running a series of four articles describing our experiences importing and selling tarantulas and other arachnids. Members may download copies over the 'Net. Nonmembers are encouraged to become members so they may do so as well.