I have not found any blood sausage (black pudding, morcilla, boudin noir, etc.) worth eating in New England. I am a fan of all sorts, and have tried various mail-order and specialty-store varieties. One of the main factors precluding a truly yummy blood sausage here is the fact that fresh or liquid blood makes a smoother, richer pudding than dried blood, which is typically used in commercial products because it is cheaper and easier.
Your very best bet is to make your own. Fergus Henderson's blood cake recipe from his classic "The Whole Beast" cookbook is simple, straightforward and produces an excellent black pudding. You may tinker with the flavorings or even stuff casings with the mixture, although it works nicely in a loaf pan (cook, chill, slice & fry). If you want to make your own, visit a good Chinese market and check the freezer for USDA pig or cattle blood. Either works well.
The only other top-notch and accessible recipe I can think of is Jacques Pepin's fantastic recipe for boudin noir from either La Methode or La Technique, both as indispensable as Larousse.
Have you tried dark head cheese or blood tongue from one of the local Polish delis? It is possible to find decent prepared deli meats with blood in this area. Schaller & Weber makes a good one. Blue Seal in Chicopee, MA produces a decent, mid-range but inexpensive head cheese with blood.
If you travel to Ireland, keep your eyes open for Twomey's "Clonakilty" brand black pudding. It is always superb.
Well, if you can handle driving a bit east of Providence to Fall River, there's lots of places that carry it (morcilla).. Michael's Provisions, Chaves Market..
Not sure where to find the Irish black-pudding version.. I know I've seen in in Boston in markets that carry Irish items, but it wasn't common..