All true-produce from the same farm goes through multiple distribution channels. Most small farms also sell to restaurants or grocery stores in addition to the markets they go to. A few stories from markets:
My DH worked on a farm in high school, and loved working the market. They had a "special, exclusive" variety of sweet corn they sold; they were the only farm selling this "Love" variety at the market. Turns out, the variety was just a random numbered variety that everyone grew, this guy just decided to put a name on it.
Also, my pesticide professor in college ran the pesticide program for the entire state. So she made the certification tests and responded to issues when they cropped up. Well one guy was at a farmer's market selling Amish goods, and he was Amish, and he said it was "all natural" and "didn't use any pesticides" on it. Apparently he meant they didn't use any insecticides; they sprayed Roundup religiously on everything. My professor couldn't convince him that Roundup was actually a pesticide.
So, you know, large stores and distribution chains aren't perfect, but markets have their downfalls too. Also, many large farms also have their own little market to go to, but you can get their stuff at Wal-Mart/grocery store of your choice.
And +1 to fancy workout clothes people at markets. Oy.