CVS is notorious for this. Not sure what state you had this happen in, but it's ESPECIALLY in Texas. The CVS in Dallas at Preston & Forest nearly called the cops when I tried to buy a box of insulin syringes a couple years ago, and I DO have a prescription (in fact I have several; one for me, and a few for misc. pets on insulin presently & past). But nevertheless, the foreign, power-hungry female pharmacist decided to run her power trip on the American guy, and be difficult.
I get all of mine on eBay (various surplus medical equipment sellers), or I walk into any local pet supply store in CA (I haven't tried in TX).
The bottom line is that it's up to the pharmacist on duty as to whether to sell or not. Legally, they can sell without a prescription but in CA they need to write your name & info in a book. So if you walk into a pharmacy in CA and they ask for an Rx, just say "I buy them usually on the book". And be ready to make up a story about your aunt with type I diabetes, who uses 12 or 14 units of Humulin N, 2x/day, if they hassle you. They don't want to be hassled by a lawyer for refusing to sell to a diabetic! If you need bigger ones, go with a farm & livestock supply house, and say you're using them for Banamine for your wife's horses.
Charles