They actually have butchers onsite at most supermarkets. Costcos have their own butchers. Some have that in a backroom, but it's still somewhat common to see bandsaws and other butcher equipment behind the counter or sometimes behind glass. I don't know if it would be possible to ask for an uncut piece of meat. I certainly wouldn't want to try and cut my own bone-in steak.
I remember a button to push at a supermarket. If one had a special request, it could be done. It might be taking a packaged piece and then cutting it into smaller pieces. Maybe cut thinner steaks. However, they'd usually charge whatever the original price was, even though cutting would often just remove a lot of the original meat/bone.