Yard sales and Craigslist. I have learned to go straight to the person running the yard sale, and ask, "Do you have any old electric trains, or do you know anybody that does." That generic question got me a "no" response last summer, but a lady who was just visiting said, "Well, I do!" Long story short, that's how I became the third owner of a 1937-38 Blue Comet set, complete with history and names!
Craigslist works too, but as with yard sales, you have to be Johnny on the spot!
I hit ten or so train shows throughout the year, but they yield mostly parts for me
