There isn't a lot that you can't find at Costco, and the chain even claims to sell Wagyu steak. However, some doubt if Costco's Wagyu is truly authentic.
Authentic Wagyu beef can only come from four types of Japanese cattle: the Japanese Black, Brown, Polled, and Shorthorn cow. It is graded based on a letter and number scale.
Costco's Wagyu steaks are labeled A5, meaning they're from the best yields. Per Costco's online listing, they are imported from the Kagoshima prefecture in Japan.
Their listing for the A5 Wagyu boneless ribeye roast states that it comes with a certificate of authenticity, which is something all authentic Wagyu from Japan should have.