Finally, you can download the files you need and make your own local OpenBSD install server.
One reason ISOs are popular is that you can reuse them to install many machines at the cost of a single download. If you want to install a few (or many!) OpenBSD machines without buying a CD-ROM, and yet without using up bandwidth for each install, just download the entire release directory for your architecture. If you copy these files to a local FTP or HTTP [Distribution Sets").
[1]Some architectures also support installs over NFS, but not all of them, so we won't cover it here.