I can't get good "real" rye bread here in rural GA, so I often buy it via mail order. It keeps very well, and in fact when I lived in Germany the unsliced loaf was left on the kitchen counter to be sliced when needed...no bread bag, no refrigeration, no nuthin'. I usually get it from Stiglmeier, a European sausage maker in the Chicago suburbs. BTW, they make genuine German sausages like bratwurst (several varieties, try the Nuremberger).
I would not order most other types of bread, however.