I've seen both dried red ones, and fresh green ones at Shop-Rite Commerce Park on the Greenwich/Stamford border.
The fresh ones were in the produce section, sometimes near the lemongrass and ginger, sometimes in the same aisle as the other peppers (red bell, jalapeno, serrano, Cubanelle, etc.) They were in a package, from Melissa's:
The dried, red version is in the ethnic food aisle, packaged in cellophane. (hanging about mid-aisle, on the left if you are heading towards the back of the store.