If an author you like has a book you want, and you go to the bookstore, and the bookstore is out?
Please, please, please ask them to order you a copy. (If they still claim they can't get it, and you know it's in print, try another bookstore, or head online.)
Because for bookstores to be re-ordering books is very beneficial to your hard-working writer pals. Re-orders, to hypersimplify, translate to the distributor or corporate headquarters or who-ever as consumer interest, which means that not only will the current book stay in print longer, but the next book may see a larger initial order, which translates (multiplied times a few thousand bookstores) into more copies on the shelves, which (assuming the book doesn't suck) may mean more sales, which means the author's next book stands a better chance of getting picked up, which means less net chance of the writer starving in a cardboard box with her faithful cat.
You have this power. End auctorial homelessness now.
(Yes, it really is that precarious of a business. And when you're talking about a hardcover or a trade paperback, for a genre or mid-list writer or God Forbid a mid-list genre writer (unless that genre be Romance) a few thousand copies actually make a big difference.)