If there’s an out-of-print RPG I’m looking for, my go-to place to look is Noble Knight Games in Janesville, Wisconsin. I’ve never actually been to their store, though, I use their website. They’re also my go-to place if I’m looking to sell RPG books, incidentally. They have an excellent selection, I’ve always found their prices fair, and their customer service is top-notch. Their domestic shipping rates are reasonable and they pay shipping for items they purchase. I like them better than my FLGS; they have a better selection and better service.
If I can’t find something I want at Noble Knight (or I want to try to pay less money), I’ll go to eBay. The auction market is pretty volatile, though, and often I don’t wait that long and risk a bid sniper winning the auction out from under me at the last minute (inevitably while I’m commuting or sleeping).