Do you have any packing stores in your area? Box City, or UPS store, or something along those lines? I've seen boxes at least as large as 36" cubed.
Also if you were in Alaska, you could have the box my 37" LCD flatpanel came in. It's substantially larger than the screen itself and would fit a 40" no problem. I could actually ship the empty box to you. I work in air cargo and enjoy nice discounts on Fedex. I would just need to make sure the missus doesn't see a reason to hang onto it. We bought it last week and I don't see us returning it.