As a former record store employee, I heard this type of stuff on a daily basis, except it was usually people looking for Elvis Presley under "E" and in the country section.
From Overheard In New York:
Girl #1: That's weird, they don't have any Tori Amos here.
Girl #2: Have you checked under "A"?
Girl #1: Why would it be under "A"?
--Virgin, Union Square