I have bought three vehicles over the internet(long distance), including one on ebay and one on Craigslist 1200 miles away. We have also purchased a used low mileage truck from a dealer 1000 miles away. They were as advertized and have been good vehicles.
You have to be very careful. If you are looking for a good financial deal long distance, its not easy when travel/shipping is included. If you are looking for a particular vehicle or an extremely low mileage vehicle, then maybe it would be worth pursuing. A lot of question asking and also getting lots of photos. Yes, I get the carfax etc. and they do help. Ultimately you just have to look at the vehicle, there is a lot that does not show up in pictures and on paper.
If a vehicle is available locally its almost always the better option to pursue financially.