The COVID-19 pandemic has triggered a rapid move in consumer behavior towards online shopping. In this paper, we provide for the first time empirical evidence for the changing shopping behavior. Exploiting a new dataset on daily parcel deliveries in 85 countries, we find that the shift was particularly swift in countries with a strict lockdown measures, rapid spread of the pandemic, and limited trust in government. We control for the performance of the postal logistics network as well as internet penetration. In a second step, we test whether the shift was permanent or mainly related to the lockdown measures and thus reversable. Using the variations in the stringency measures across countries, our results indicate that around a quarter of consumers have shifted their behavior permanently. This rapid shift in consumer behavior has large implications for the retail sector.