Many lace knitters, myself included, cannot get their supplies locally, which is why I include this list of mail order vendors.
Many will ship internationally.
Some specialize in lace, others carry a more common range of knitting supplies.
If you need to find a local yarn store try:
Wool Works' List of Stores
or
Knitter's Magazine's Shop Finder
Please note that the fact that I have included a vendor on these lists, does not mean that I in any way vouch for the quality of the products or services they provide. They are just sites I have come across during my web expeditions.
You are welcome to email me if you know of a mail order source you feel should be included on the list.