I want to buy The Walking Dead Season 2 game episodes one at a time, and not have to buy them all on one disk, at one time. Is there anyway to do that?
You can purchase the episodes individually from the PlayStation Network store as they are released for PS3, for example episode 1 is found here on the EU store. The store offers a search facility to find it, and the other episodes.
I don't think it is possible to buy the episodes individually for the PC.
For purchasing on windows, or OSx you may purchase the "Season Pass" from Steam
The Season Pass gives you access to all five episodes as they become available (Episode 1 Available Now, Episodes 2-5 will be released periodically in 2014): Episode 1: All That Remains Episode 2: A House Divided Episode 3: In Harm’s Way Episode 4: Amid the Ruins Episode 5: No Going Back
There is no other method of buying individual episodes