[web] Oauth and Desktop Apps

Recently, I have been messing about with the Netflix API. Part of accessing a users account it using Oauth and sending a callback to the server so they can POST all the tokens and stuff back to the server so you can access the Customers info with the API. I get how this works with a web page, or a server, or even a phone, but is this possible with a desktop app that is NOT a server?

Thanks,