Virginia
You can also purchase any of the passes, including the multi-park annual at the entrance gate or visitor center if the specific park doesn't have "mandatory" gates.
If you dislike using a credit card online, that's a good option.
By mandatory gate I mean parks like Yellowstone or Grand Canyon, where the park has gatehouses at each entrance where NPS rangers will greet you, give you the park information handouts, and let you purchase your pass.
Other parks, like Death Valley, have many routes in that are not always manned and don't even real gate houses. On the main roads there are at least signs when you enter the park, and sometimes a sort of ticket kiosk where you insert your money and get a pass, but you can generally skip these and just stop at the first visitor center you come across and buy the pass from the NPS staff there.
Late night entry at the parks I've seen, even with proper gatehouses, generally follows that second, "honor system" method.