Because of franchising requirements and territorial agreements, CarMax can only 'transfer' used cars and not new ones. If you were able to work something out with a local stealership (which I doubt very much), the best you could do might be a dealer exchange (DX).
Saturn and CarMax, with their "no haggle" pricing, have started something which I believe will change the auto industry. Buying a car will eventually be like buying an appliance........as consumers become better armed with information about pricing, fair market value, etc., etc. Until the industry gets rid of the slimeball ways of doing business, however, I suppose there will always be the cutthroats.
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Anyway, most dealerships make more profit on used cars, parts & service, financing and "extra goodies" (such as pinstriping, rustproofing, extended warranties, paint protection packages, etc., etc) than they do on new cars. Just walk into your local car store and try to pay cash or have your own financing & not have a trade-in. They hate that!