There is a Store Pickup Module that should be able to do what you want.
You can check on Magento Connect.
Here is a thread about it on the forum:
Install Procedure (from rokonboss):
1. download ‘Magento Store Pickup Shipping Module’ from developer’s website.(http://collinsharper.com/web_design/code_modules_software) There is no extension key, just zip file to download.
2. Unzip the file.
3. put app folder to magento installed root directory. Since there is already app folder in magento directory,
4. Go to Admin>System>Configuration>Sales>Shipping Methods>there should be Store Pickup tab below UPS, FedEx…
5. Please disable your cache from Cache setting.
or b. Logout admin and log in again.
CoolMoov from Coolshop