I guess being in the Raleigh area is good for train shows anyway. There's usually 2 or 3 in the late fall, just in time for Christmas and then a couple more before spring. There's a vendor that comes to most of the shows that remembers me and always tries to have some Marx on hand to tempt me with! lol Not much for hobby shops anymore.
I do buy some from eBay, but usually rolling stock or scenic type items. I kinda like to kick the tires and take a test drive with motive power so it is usually acquired at the shows.
