I'm lucky that I have yet to be able to find an ingredient I can't get either at home or around where I work (manhattan).

Try amazon.com, they have a ton of hard to find foods depending on the season (summer not so many, shipping and all that) they get from grocery stores in New York.

But things like duck, truffles, etc are available locally, duck in the supermarkets at good prices and farmer's markets, truffles gourmet stores, but certainly not inexpensive.