I know for a fact that Bungie released the first halo game for the PC many many years ago, yet after scouring the net for literally hours I can not find a single place to buy the game and download it. What gives?

Rumors only say there is a listing for the halo trilogy on Steam. I've seen the listing or at least an image of it as well. Take this with a grain of salt, but many of the stuff in the registry does make its way to the store. Not all things though.

Well this was WAY before Steam when they released Halo 1 for the PC, so I just find it odd that there is no way to obtain it..

Well competition and all that. They want to push the consoles, and they might fear sales will decrease if people can get it in PC. Sales of their consoles.

Was it not a Games For Windows Live game? They went out of business or something, so that could really make finding a copy hard.

I'd be extremely happy if the first Halo trilogy was released on Steam. That's a day one purchase for me.

You might be able to find a copy second hand in a game shop (or even first hand if you're lucky). I myself have a copy of Halo:CE for PC (and Halo 2 for that matter), but they certainly dont publish it anymore, so your only hope is to get lucky.

http://www.amazon.com/s/ref=sr_pg_1?rh=n%3A468642%2Cn%3A229575%2Ck%3Ahalo&keywords=halo&ie=UTF8&qid=1381398586, but on disk.