Didn't see much in Alabama - but just google "Electronics Surplus" along with the state you want, and you may find something; note that you likely won't find any place selling "microcontrollers" in new stock; your best bet would be to get in contact with the manufacturer of the microcontroller you want/need (ie, in the case of the Arduino, contact Atmel) and ask if there is a distributor in the area you are interested in for the part (sometimes its just a guy or two in an office that you have to phone or email your order to, other times they might have a place that acts as a distributor, but may not be a "generally open to the public" kind of place).
Check the big guys for local distribution sites:
Arrow, Gerber, Newark, Digikey, Mouser, etc.
I think internet & overnight delivery kinda killed off the local little guys, too many parts to try & stock them anymore. Dipmicro.com has very good prices for small qtys, pololu.com has good selection of header type parts and board-to-board/panel parts, gravitech.us is another with good prices on arduino boards & other parts.
Lots of surplus sites selling good parts, need to browse around & see what they have: mpja.com, surplussales.com, futurlec.com
Might try these guys too for parts http://www.thetubecenter.com/ in Orlando
I live within 5 miles of AstroToo and that place is awesome (surplus though), and I used to go to Skycraft in and around '99 and it is similar and also awesome. I am always willing to support local shops, but agree that the web based stores or ebay make them few and far between. Good luck and let me know if you find something/ somewhere worth traveling to.