You can buy pearl onions in several forms: raw and in a bag, peeled and frozen, or peeled and pickled in a jar. All have their uses. Purchasing them raw and unpeeled gives you the most freedom, but you have to peel them, and peeling a tiny onion is not at all like peeling a big onion.
Source: LifeHacker – How to Peel Pearl Onions and Keep Them Whole