Recently, my players started to try to figure out a way to get a job done in my DFRPG game. However, to do it, they need something they've found adventuring in the past but don't have any of right now.
Naturally, they asked, can we make or buy this?
I said no.
Really, it realistically should be possible - a black market, secret basement trading zones or cults trafficking in strange materials, wizards with extra monster bits to sell or willing to cast anything magical if the price is right, etc.
If the answer is either, "You can buy it!" or "You'll have to find it in the dungeon" then the answer in my megadungeon game should generally be the latter.
Why is that? Why not let people, you know, buy the eye of death lenses they need for an experiment, or shop at the Evil Artifacts Supply Store for an upside-down cross and a defiled holy book? Why not let them just go buy giant snake venom instead of milking it, or get saw-toothed orc swords off the shelf instead of out of the cold, dead hands of orcs?
Because "Sorry, it's in the dungeon, go get it!" is the name of the game.
If the answer is "mark down some money" or "make a roll in town, don't mess up because failure gets you (insert -5 to -30 point disadvantage here)!" then the adventure is over. It's not a rare substance, really, it's a cash-cost off the shelf item with a chance for negative consequences.
If the answer is, "You'll need to put on your delver's hats and figure out where to search in the dungeon for that!" then we're talking the most fun part of the game. The solution is inherent in the most fun part of the game - fighting and looting and exploring.
This is the same thing as "This sounds like a job for . . . Player Characters!"
If my answer is either "Yes!" or "Yes, but the more fun way!" I'm choosing the latter.
It's that kind of game.