That's why I wondered, as I know I've tried in the past with some physical purchases and it wouldn't let me if the credit card zip didn't match the Amazon zip.
Thanks! (Not that I'll probably buy anything from Amazon any time soon, simply because it gets too confusing having copies of games at so many different sellers' websites :) They do have good prices though although they're not a European company so, again, I avoid right now as we Europeans have to help the bloody awful European economy, IMO :)
Look for the games on Amazon that require a third party client to download - That third party client they refer to is Steam.
A lot of the games on Amazon have activation keys for Steam - Like last week I got Sonic IV Episode 2 for $7.50 and Shadow Harvest for $4 and used the activation key Amazon provided with the game in my Steam client and it added those two games to my Steam library.
Here's an example: http://www.amazon.com/Dead-Island-Xbox-360/dp/B004PAGJOC
Click on the version "PC Download"
Now search for "Additional Information", you see how it says "Requires Steam account for game activation and online play." It won't always look exactly like that (sometimes it's in that grid box) but it'll be on the page. You can text search the page or comments for "steam" and "origin" if you like. See how ones like this: http://www.amazon.com/Divinity-II-Dragon-Knight-Download/dp/B0049U4DXM/ref=sr_1_1?s=videogames&ie=UTF8&qid=1342393587&sr=1-1&keywords=dragon+knight+saga
They have a "Steam DRM" version and a "DRM Free" version. The former will give you a key. More and more they're putting the DRM type up near the top info as well.
The review comments are often helpful, but sometimes they apply to more than one version of the game.
Newer EA games can be Origin instead.