We had a hobby shop in town just a block from my house. Unfortunately, his train stock was limited to a few starter sets. He was mostly a model rocket, and plane kind of guy. I don't even think they are open to the public anymore. Guy was nice enough, but the rest of his employees (wife and daughter) always had that annoyed why are you here attitude.
We have a couple other places, but anything close is all retail. I have bought a few things, but anything big I will likely be ordering from online.
Also, when I travel out of state, and they have a railroad museum, I find time to go there and see what they have. I got a beautifully weathered box car from the museum in Carson City, Nevada. It only cost like $5, with kadees and metal wheels and the weather job. All the money went to the museum.