While there is a lot of logistics that go into actually physically moving the item to you the short explanation is they have ton of different facilities spread around major metropolitan areas with a huge amount of stock ready to go in addition to a massive number of trucks, and delivery personal ferrying packages every conceivable direction. This means when you want to buy an item from Amazon.com there are hundreds of possible places that specific item could potentially come from. When you are signed in and tell it where you want to ship an item to their computer system looks at where the nearest warehouse that has that item is and gets it on the way to your door pretty much immediately.
You will note things like same day and 1-2 day shipping are only available on certain items and if you tried to ship that same item to another address (particularly one in a more rural area) it may not be available for same/next day delivery.
Think about it this way. If you were to look for that item on a major brick and mortar store website (Walmart, Target, etc) and they said they had one on a shelf at a store an hour away, or even a few hours away, if you really wanted that item you could drive there and get it today. Essentially the same thing applies to getting an item from Amazon, although it will require a few more steps inside their fulfillment center. As long as there is one available reasonably nearby all that has to be done is find the item and get it on a truck headed your way. To do this they just need to have the order placed before a certain time (which is why before placing the order you will often see a timer that says “get it tommorow if you order in the next X minutes”)
Source: Amazon employee
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