They do, just not very many yet. Chicago (CTA/Metra) and Boston (MBTA) both have some. I think it might be a new effort, the Chicago ones were only installed in December.
http://www.suntimes.com/news/transportation/9542038-418/cta-adds-redbox-kiosks-to-select-rail-stations.html
I’ve also seen redbox machines at airports, but I can’t find any on the locator map.
If you have a car (or happen to walk past one), the gas station locations are usually pretty convenient because the redbox is often outside and you can usually park right in front. But I assume you’ve looked and this doesn’t work for you either.
> Amazon Instant Video is for people who live online, yet are willing to give up control over their computers.
I assume you’re aware that in addition to DRMed downloads, Amazon can also stream your videos with Flash. If you don’t want to use Flash streaming, maybe you could use a Roku box? http://www.roku.com/
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