With Lion only available via the Mac App Store and coming on physical media, users are required to have Mac OS X Snow Leopard installed in order to upgrade to Lion. It looks like Amazon is having a hard time meeting the demand but third party suppliers still have copies available here.
This increased demand is due to the fact that Lion is coming this month according to Apple, and if we’re to believe AllThingsD, next week with updated MacBook Airs. If you’re still using Leopard or any previous version of OS X you’ll need to upgrade to Snow Leopard to be able to install Lion. The good news is that third party retailers still have stock on Amazon.
Maybe Apple will release a version of Lion in the future that doesn’t required the App Store to download, but as of right now you will absolutely need Snow Leopard installed to download and install Lion.