Can I Get A Mortgage Directly From The Bank?

I am wondering if I can get a mortgage directly from a bank, and whether this might not work out to be a better deal than going through a mortgage services company or a broker since there wouldn’t be any middlemen involved. Or does it end up being more expensive since the bank does less volume in mortgages than a mortgage company might? Can anyone tell me more about this possibility? I would think a local bank might want to get more of my business so they might be willing to offer me a good deal, but I am not sure if it works out this way.