Do you have any smaller markets accessible? Indian/Thai/Chinese, often have a great selection of fresh vegetables not normally found.
Otherwise, when it comes to chili pepper substitution, I regard thai chilies as very very hot, teeny peppers. I would use serrano peppers, use 1-2 for every 1 chili the recipe calls for. (I referenced this Scoville guide as reference.)
A lot of recipes that call for Thai Red Chili, particularly in the chili paste, can be substituted with dried Thai Red Chili - rehydrate them in hot water for thirty minutes before deseeding and chopping etc. Granted they aren't as great as fresh red chili for use in a salad but they're a great plan b.
When I'm creating Thai food in a strictly traditional way I find that there is often too much heat for me, so if it's the recipe is authentic, I normally half the amount of chili.
I live in Brooklyn, NY so I have access to the fantastic purveyors in Chinatown but I was looking to buy Afghani saffron today and found this company. I haven't bought from them directly but their prices seem really reasonable and they ship all over the country. They have some really interesting products on their site, very authentic.
Hope it helps. I LOVE Thai food.
I'm with Prue. Buy dried and rehydrate. And thank heaven you're not trying to find them in Billings, Montana! Do you have a Cost Plus World Market handy? A Trader Joe's? I'd suggest them as sources for dried.
They freeze really well. I get a vacuum packed bag of them at the Asian market and keep them in my freezer and pull out a few at a time. They keep for months. If you find them - buy them in bulk, package them well and freeze them, or order them online. The dried option is also very good.
check out any Asian or Indian grocery stores, I get my weekly supply from there.
For fresh chiles, the pepper growing season in the US starts coming to market later in April and continues until November, depending on the pepper and the location. For the Thai prik chile, the Temple of Thai source above has them dried.
Here in San Francisco, I can't find the tiny red Thai chilis even at Whole Foods. The only place I have found them are the Asian markets, sold in small bags, which seem to have enough chilis to last a lifetime. (They are really small, not much more than an inch long, if that, and thin, thin, thin.) Like Burnt Offerings said, if you buy a bag, you can always throw them in the freezer. Since I don't cook with them often, I have been using Asian chili paste or Asian garlic chili paste in place of the Thai chili. When making a curry, I just use a bit more curry paste instead.
I would try a local chinese store or see if a home gardener you know has some. I personally grow the Thai Hot and Thai Demon plants, and the two I have growing right now are covered in peppers right now. I hope you find the peppers.
Another good site regarding the Scoville / capsaicin scale, in case you're trying to figure out substitutions:
p.s. Thai peppers would be "Bird's Eye" peppers on the Scoville scale
It's also worth noting they're one of the most easy and apartment friendly peppers to grow.
This is a good source for Thai peppers
I grew about 25 lbs last summer and sold most of them to a thai restaurant.. will have plenty again next summer
i really do think that chiles are the easiest thing to sub satisfactorily in Thai cooking. Now, subing for Lime leaves...or Lemon grass--that's another thing entirely. Here in Boston, the latter is pretty easy to find, but Lime leaves are not. Just today, I was lucky enough to be able to buy some from my friendly local Thai Restnt chef. I didn't bother him for the Thai chili paste I haven't been able to find--because I'm far from a Dragon Mouth and am perfectly happy/actually happIER to use Thai hot sauce where I can control the heat when I'm eating the dish.
Try Amazon, search for fresh Thai chili peppers. Where I lived they don't carry fresh Asian produce. I've been ordering fresh Thai chili from amazon for a while now. Fast shipping and always fresh.