I managed to buy the LOTR extended DVD box that stores the three individual extended DVD sets -- the yellowish one that came with the DVDs when they were sold as an extended edition trilogy boxset -- from a shop (since I bought the three DVD sets individually), which implies that the owner took the boxset apart and sold the individual titles separately. I guess that's different since the three titles were sold separately anyway (though I'm sure it's still illegal, and New Line wouldn't be happy if they found out), and it was a small shop that's not part of a chain, so no one probably cared.