That doesn't mean they don't exist, but the numbers are few and, as these things usually go, inconvenient to your apartment or condo. Especially, as is often the case with city dwellers, if you don't have a car. Keep in mind that not having a car means:
It often takes an hour or more to get to and from said supermarket on the bus. And in San Francisco, that can be $2.00 for each person coming and going;
Your purchases are limited to what you can carry. This means no whole watermelons, large juice bottles, or 5lb. bags of anything;
Travel time and temperature issues --- If it's a warm day and you have to take two buses (a common occurrence), kiss off buying frozen anything, especially ice cream.
Then there's the cost factor. As I have already mentioned, if one person goes to the grocery store, it can be a $4.00 round trip. For a big shop where two people are needed, $8.00. Or you could take a cab home with the groceries. That would be the initial $2/$4, plus at least $10 for a cab ride home. Today, most city dwellers have access to Zip Car, an hourly rental car service; costs run a minimum of $7.00 per hour --- calculate that it will probably take at least three hours to complete your shopping --- for a total of $21.00. Or, you can save the big shopping for a day or weekend when you already have a rental car for some other reason, thereby maximizing the cost-per-task; even so, you can factor at least $30.00 for the day's car rental.
Usually Safeway/Von's and Albertson's, among others, have a delivery service. If you decide to use this option, be aware that each item you purchase is more expensive than the same item available at the same company's retail store. There is also an additional delivery charge on top of that. However, if you are shopping for a party or need a lot of heavy things like laundry soap or juices and have room in your living space to store duplicate or triplicate of these items, it might be a good occasional option. And, there is an added benefit: Someone else schleps the stuff up the stairs. (In San Francisco, most flats, condos, and apartments are elevator-challenged, so this is a real plus.)
Fortunately, for most city dwellers, there are at least one or two useful corner grocery stores close by. These small mom & pop operations range from barely tolerable (and check all sell-by dates) to "as long as that store is in business, I'm not leaving the neighborhood" wonderful. The good ones have excellent fresh produce, a wide variety of dairy products, fresh-baked artisan breads, deli meats and cheeses, imported and gourmet canned goods, and premium ice cream. Some even have decent wine choices. Yes, everything costs a bit more, and the selection won't have the range of a supermarket, but look at it this way: Do you want to carry that bottle of juice and half gallon of milk all over the city, or do you want to carry it just a block or two to your home?
I realize that the temptation is to say --- but I can get it for cheaper at [whatever]. Yup. You probably can. But here is something else to keep in mind. If you don't patronize these local businesses, they will go away. They are convenient, usually very friendly (they depend on constant repeat business), and often employ people in your own neighborhood, keeping the profits in the community. Then, these same store owners often turn around and spend the money down the street at the coffeehouse or dry cleaner or insurance office where YOU work.
San Francisco is a city of villages. In ours, we are fortunate in that there are three easily accessible local corner grocers, five if you count the liquor stores. We buy a lot of our fresh fruit and vegetables at the one closest to us in between visits to the farmers markets. We also purchase some dairy, mineral water, and other heavy items at our local mom & pop. Yes, we do go to Trader Joe's and Safeway, and once every couple of months when we have a car, we make it out to Target. But in between, it's the corner grocery for us.