apparantly you never heard of click and pull - order online (where amex is accepted), and then go to your local store to pick up:
<< Click 'n' PullSM
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Overview
Shop the inventory of your local Club -- anytime, anywhere! Choose a Club and send them an order from our online service. A friendly SAM'S CLUB associate will pull your order and have it waiting for you to pick up within 24 hours. We'll even send you an email to let you know your order has been pulled and is waiting for you. All you have to do is pick up and pay for the order at the SAM'S CLUB location. (Please check My Account to review and update your email address information.) >>