Try finding a fabric store in your area that is locally owned. Many times these types of fabric stores still go to New York and purchase fabrics. They are also more likely to work with you in finding odd fabrics.
Here in Kansas City there is one that caters to the theater community and to brides to be. They are located in a higher end shopping area. There used to also be store located in our old down town area that had been there for decades. You might try areas like that in your area.
If you are in a franchise fabric store even like at Walmart or something strike up a conversation with the person working in that fabric department. More then likely they know of these types of stores also and would be happy to let you know where they are if you explain to them what you are doing. Folks seem to be fasinated by puppeteers that build.
Something you can try is takeing the standard furs that you find in most stores and washing them. Many times this tangles or naps up the fabric and can produce some interesting results. Doesn't always work so try it on a small sample. Don't throw it in the dryer but let it air dry.
Try taking your dog shears or mustache trimmer to the normall furs. Yep you heard me right. You can shave and sculpt the fur to give it a different look. On some puppets I want the fur around the face to be shorter and this is the technique I use.
Fur is just hair so don't be afraid to combine fake fur with wigs. If you where makeing a lion you could use a short fur for the face and find a wig that matches close in color for the mane.
Hope some of these ideas help to inspire.