In the Chicago area, the two big chains Dominicks & Jewel have locations where the butcher is willing to order in most anything, but the list they have to choose from doesn't seem to be that great. They do sell oxtails but I have never seen cheeks (except halibut once at a Dominicks)

Thankfully, there are plenty of independent markets where a good butcher will get in most anything one asks for.

Also plenty of restaurants have oxtails, Italian & Caribbean are where I find them mostly.