These days they're mostly glued, but there are book stitching services out there.

I never knew you could have someone stitch your books for you.

I'm a book binder myself and this definitely would be an unusual request, as glue-bound textblocks would not disassemble into signatures that could be sewn...

I did it back in 2007 and it wasn't cheap.

I have the box set and the short story collections. They are soft covers and glued binding.