Visit your local video rental store. One of the best places to find VHS movies is at video rental stores, which are still in the process of converting their stock to more modern formats like DVD and Blu-Ray.
Buy movies at Goodwill. Goodwill or other donation-based stores often have a large stockpile of VHS movies because people tend to give up their VHS in bulk upon committing to a new format. This leads to a surprisingly exceptional selection.
Go online. If you're not looking for just any old VHS, the collector's market can best be found online. Websites such as MoviesUnlimited.com offer VHS movies that are unlikely to ever see the light of day on DVD. Many of these films cost upward of $50, so get ready for some sticker-shock if you are determined to own that rare film that can only be found on VHS.
Talk to nerds. When it comes to archiving pop-culture ephemera, no one beats a good nerd. If you are looking for a series property on VHS, chances are you'll find a collector at a comic or gaming convention that has catalogued all your desires. If you are looking for something rare and don't trust online sources, then a local convention or expo is likely your best bet.