UPDATE 7/26/2012:
Good news! After speaking with a telephone sales rep from the Apple online store, my wife found out that they are out of the Lion thumb drives. But the increasingly elusive big cat is still available in SELECT local Apple Stores. My wife just called to tell me that she was able to find and buy a copy of Lion on a thumb drive at a local Apple Store. She's kinda thrilled to say the least.
My advice: if you need Lion, call your local Apple store pronto. We're particularly lucky, as in Orange County California, we have no less than four Apple Stores within 15 minutes of our home. I can only wish each of you the best of luck.
PS I sent a tweet to Phil Schiller's Twitter account begging (groveling shamelessly) to him to make Lion available at least on a thumb drive for people like us who can't make the jump to Mountain Lion. I can't guarantee anything, but I did this for you. (You're welcome, America.)
One other idea: I noted that at Apple Store Genus Bars, the Geniuses often have a portable hard drive with every version of OS-X available. Perhaps if you set a Genius Bar appointment and play nice, they might let you buy a copy (or even give you a copy) this way. No guarantees, but it's worth a try. I hope this helps!