The use of the 4 species in the lulav and etrog is biblically mandated. Therefore, when Jews left Israel and moved to cold climates such as northern and eastern Europe, they would have needed to adapt. How were they able to obtain the 4 species before modern times? Did some communities not have them during Sukkot, and what was done in that circumstance? Were there customs associated with importing them?
It seems, according to this article, that people found a way.
It would seem that as long as Jews stayed in the moderate climate on the shores of the Mediterranean, there was no difficulty obtaining etrogim for the holiday. As people moved north into France, Germany, Poland and Russia, however, the temperature-sensitive tree could not exist and tremendous problems ensued. In fact, the halachic literature is replete with cases of only one etrog being available to fulfill an entire community's need. The commercial aspect regarding the Jews' willingness to buy these fruits at any price was not lost on the non-Jews. In 1329, victorious Guelph Florence prohibited the republic of Pisa from engaging in the etrog trade, keeping the lucrative business for itself. Empress Maria Theresa (mid-18th century) demanded a huge annual tax of 40,000 florins from the Jews of Bohemia for the right to import their etrogim. The local Jewish community was often in charge of etrogim sales, and a small tax was levied in order to help with communal expenses. The fledgling Ashkenazi community of Jerusalem in the first half of the 19th century was prohibited from engaging in the etrog trade. One of the early etrog dealers in Palestine to break the Sephardic monopoly was Rabbi Yaakov Sapir, for whom the Jerusalem Hills moshav Even Sapir is named. He describes how "when I came from the holy city of Tzfat, may it be rebuilt, to Jerusalem, the holy city, may it be rebuilt, in the year 1835, the entire business was in the hands of the Sephardic community. A great rabbi, who was in charge of the fund, would send two people in the month of Av every year, who were born in Israel, to bring the necessary number of erogim. In those days, 500 etrogim was more than enough."
There are groups rising up and claiming that in fact the etrog is not biblically mandated. One such group argues against them from the perspective of history vs Talmud.
Chazal identified it as the fruit spoken of in the Torah (Leviticus 23:40), "You shall take for yourself on the first day the fruit of a goodly tree." In Sukkah 35a they say: "Our rabbis taught: 'the fruit of a goodly tree' -- a tree whose wood and fruit are equally good, that is, the etrog." The word hadar (goodly) is an adjective describing the fruit and not the fruit's name itself. The name of this fruit tree is not written in the Torah at all, but Chazal revealed to us that it is the etrog, based on tradition. Thus wrote Ibn Ezra on Leviticus 23:40: "They also wrote that the fruit of a goodly tree is the etrog, and in truth, there is no tree more goodly than it." Maimonides wrote in the introduction to his commentary on the Mishnah: "But we have seen without a doubt, from Joshua's time until now, that the etrog is taken each year with the lulav, and there is no controversy about this." But Nachmanides supposed that hadar is indeed the tree's name. On Leviticus 23:40 he wrote: "And it seems correct to me that the tree which is called in Aramaic ethrog is called in the Holy Tongue hadar, for the meaning of ethrog is 'beautiful', as they translate 'beautiful to see' (Genesis 2:9) as margag l'michizi and 'do not covet' (lo tachmod, Deuteronomy 5:17) as lo tarog." (Targum Onkeles gives lo tarog for the words lo titave, while lo tachmod it translates as lo tachmid.)
Here Nachmanides claims, based on his own understanding and consideration, that ethrog is the Aramaic name of the fruit whose Hebrew name is hadar.
Now come, student who seeks knowledge, and see the differences between Biblical commentators and Biblical researchers. In the Encyclopedia Hebraica, entry etrog it is written: "The birthplace of the etrog is India or Southern Arabia. From India it reached Persia (Media)…It is possible that the Jews knew the bush from the Babylonian exile and brought it from there to the Land of Israel…It is not clear whether 'the fruit of a goodly tree,' mentioned in the Torah (Leviticus 23:40) and which the Halachic midrash (Sukkah 35a) identifies with the etrog, was originally intended to be that fruit. The name ethrog was developed from the ancient Indian name metlungah, which in Persian became thrunj and in Arabic uthrunj." Proof that the word ethrog came from the Arabic is in Tractate Kiddushin 70a: "He said: Would Sir eat an ethronga? He replied: Samuel said, whoever says ethronga has something of a coarse spirit. He should say ethrog, as the Sages do, or ethroga as the common people do."
Nachmanides, who was not mainly concerned with historical-botanic research nor with linguistics, took the word ethrog, whose root is Indian, and attached it to the Aramaic word margag whose meaning, he stated, is the same as hadar in the Holy Tongue. This hasn't a leg to stand on. If we follow Nachmanides's method, two letters out of a whole word are enough to determine its meaning. The letters reish and gimel are found in ethrog as well as in margag, and he decided that they are actually the same word with the same meaning (beautiful, goodly). With this method the word thargima would also mean ethrog! (This word appears in Pesachim 107b, "b'minei thargima" -- kinds of fruits or sweets, as Rashi explains, "minei thargima -- fruits.") Look -- the letters reish and gimel appear here, too, and here too we speak of fruit.
But thargima is from the Greek and means dessert [M. Jastrow, A Dictionary of the Targumim, the Talmud Bavli and Yerushalmi, and the Midrashic Literature, New York 1950, v. II, p. 1695]. Would Nachmanides say here, too, that thargima is the same as hadar? (Perhaps he would say that kinuach, dessert, means "beautiful" -- and note ki noach hu l'aynayim, "it is beautiful to the eye.") There is no end to the nonsense.
We would ask Nachmanides: If there really was, in Biblical times, a tree named hadar, why is there no "hadar tree" mentioned even once in the Pentateuch, nor in the Writings or Prophets (save the commandment in Leviticus 23:40)? This tree is important for a commandment and is also a special, beautiful tree. In general, even according to the opinion of Chazal which identifies the fruit of the goodly tree as the etrog, it is a strange thing that the etrog tree is also never mentioned in the Holy Writ. Many trees which grow in the area of the Land of Israel are mentioned in the Scripture. Fruit trees like the olive, the fig, the pomegranate, the sycamore, and others, and barren trees like the cedar and the tamarisk, through to the cypress are all mentioned. How is it possible that a special tree, as important for the fulfillment of a commandment as the etrog, is not mentioned even once?
This is proof that the etrog was not known in the Land of Israel at all in the First Temple period (when most of the Scriptures were written), but only later was it brought from Babylon (where it arrived from India) at the end of the exile. Therefore, when the Scriptures say "the fruit of a goodly tree" it does not mean the etrog, but another fruit, and he who understands, understands…
Other scholars that are quoted in this article argue against from a strictly historical perspective
Some maintain that the etrog tree, along with its name, reached Ereẓ Israel only during the Second Temple period, even as it was brought to Greece from its native land, India, only after the campaigns of Alexander the Great. Others contend that "the fruit of a goodly tree" is to be identified with the Pinus or Cedrus, called dar in Sanskrit; others say that what is meant is simply any beautiful (hadur) fruit.
If the etrog was indeed biblically mandated, and it existed in Israel during Biblical times, then there would be no concern that Jews in cold climates would need some as most Jews would definitely live in Israel, and even those that did not would travel to Israel during the hag.
If the etrog wasn't biblically mandated, and instead was a later Rabbinic ruling after Alexander the great, when the Jews were spread out, then history says what happened. Jews often used local varities of Etrogs, such as those in Greece, or Italy, and in India. Jews who were in cold climates and could not grow them would often import them at great expense as cited in the other answer to this question.