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I have 2 friends who have done this in their kitchens before having to move the plant back into dirt. When I move to an apartment with a south-facing window, I'll definitely join them.
There is a constant stream of cars going through some McDonalds drive-thrus. I would worry a bit about the car exhausts somehow getting to the lettuce, soil etc in sufficient concentration to be an issue. I don't know if this would be a problem or not but as a consumer (who doesn't go to McDonalds) it's something that comes to my mind and I'm sure others (regardless of the type of, um, food they are eating) might also be skived by it.
In some parts of the year in some regions. Otherwise it's down to greenhouses and irrigation. Not to mention relying on minimum wage employees to farm successfully enough to build a business around.