It's weird the needles can be really hard to find, I went on a hunt from store to store in another town, the Michael's there had books on felting but no supplies, even the staff thought that was quite weird. I ended up buying my needles from Etsy.
These are the stores I got mine from:
http://www.DraigAthar.etsy.com
http://www.woolpets.etsy.com
Though there are other suppliers of them on Etsy and some on Ebay sometimes, as for walk in stores, I never found one myself when I was hunting for them so I'm sorry can't help you there.