The Loose Caboose in Napa, CA has begun stocking 40K. Right now they don't entirely have a clue of what they're doing, but any vets in the area interested in getting a 40K community up and running might want to stop by, take a look, special order something if they don't see what they want, and talk up gaming nights and the like. The guys behind the counter are old railroader types and seem pretty jazzed about branching into 40K.