HELMS DEEP in local stores?

[Sapience]

Only online, and I doubt they plan to change that.

Correct.

I think Moria was their last physically released expansion right? I know they released the Mithril Edition boxed set exclusively to GameStop a couple years ago, but I think we've probably seen the last of LotRO on store shelves for a bit.

Mostly correct. We did have physical copies of Riders of Rohan in some European countries. Very limited quantities.

There were also very limited numbers of the Mithril Edition produced in physical form.