Many bookstore owners got a hint of what was to come several months ago, when customers began buying up the first four books, which are available individually in paperback and in a boxed set. (The first book was published in 1996.) Random House has shipped four million copies of the first four books since January.

“It wasn’t until a few weeks ago that I realized how big of a deal this was going to be,” said Annie Shapiro, an owner of Book Culture. “I can barely keep the backlist in stock. For the last few weeks I was just ordering them in ridiculous quantities.”

Then the early requests for the fifth book began to come in. BookCourt, an independent store in Cobble Hill, Brooklyn, collected more than 30 preorders for “A Dance With Dragons,” an unusually high number.

It is selling briskly on Amazon as well, holding the No. 2 spot on the company’s books best-seller list on Wednesday, followed by the boxed set of the first four books.

Fans of Mr. Martin have waited more than five years for the publication of “A Dance With Dragons,” pillorying him online as they wondered if he would ever finish writing. Two more books in the series are expected, though Mr. Martin’s publisher would not set a timeline for their release. “I don’t want to speculate,” Mr. Shannon said.

Some of the most devoted fans are already worried about whether Mr. Martin, who by all accounts is in robust health at 62, will complete the last two books. Jessica Stockton Bagnulo, an owner of Greenlight Bookstore, said that one customer in particular who came in on Tuesday was preoccupied with that concern. “He was really forlorn,” she said.