If you really want a CD you can order one for $10. The other tax software companies have also eliminated CD's and offer only downloads now. The download works just the same as the desktop software that you used to install from a CD---the difference is that you download it instead of insert a piece of plastic into a disk drive.
TURBOTAX DESKTOP INSTALL CD FOR $10
https://turbotax.intuit.com/lp/ttd/4021/
@lostsailorsaintofcircumstance Did you get the 16 digit License Code from Sam's? If you bought it in the store, after you paid did you go to the customer service pickup window and get the actual package with the License Code? You might need to go back with the receipt and cardboard and get it.
How to get started with the Desktop program, install and activate it
https://ttlc.intuit.com/turbotax-support/en-us/help-article/product-delivery/download-software-turbotax-com/L7u9oLEkq_US_en_US?uid=luqgvzrd