It happened to me at Advance; I ordered some Denso spark plugs online and a half-hour later I got the email telling me they were ready to be picked up. But when I got to the store, the deer-in-headlights guy working there couldn't find my parts or any record of my order on the computer. He went back and forth between the computer and the shelf area about six times before giving up and declaring my parts just weren't there. Then he mentioned another Advance location two towns away, and suggested maybe that's where my parts are since many of their parts get shipped over from that other store. So with some misgivings I headed to that other store.
Of course, at the other store they didn't have the parts either, or any record of my order on their computer. The guy there looked at me like I was crazy, ordering parts from one location and showing up at another. He even mentioned maybe I need to go to a third Advance location which was across town and even further away than this one was. I asked about initiating a Return, so that the money could be refunded to my card (so I can go online and order them instead from Rock Auto). Eventually, he checked his computer for alternative part numbers and found he had NGK plugs in-stock, so he went back and got me a box of them instead. I knew those plugs were several dollars more expensive, apiece, and was prepared to cancel the purchase if he needed to charge me the difference. He must've felt bad knowing I'd been getting the runaround up to that point so he let me have them at no extra charge. Ironically, I got halfway home before I realized he never gave me a receipt.... So their system has no record of my items ever being picked up. I bet in 7 days the money gets refunded back onto my card.