I can't speak for all models, but I can for a few that I buy more regularly: Neither Dell nor Lenovo ship disks by default any more. With Dell, you can select it as an option for $3 as you configure it online or tell them you want to buy the disk as you placing the order. I am not sure if you can buy them at time of purchase from Lenovo when configuring online (again, you can probably purchase them when placing your order), but here is a trick:
Support will charge you if you wait more than 30 days, but if you call support early on, and tell them you reformatted your disk, or something like that, they will send them for free.