File powder isn't sold locally. I know it is made from Sassafras leaves, but I don't recall ever seeing those locally either. What are my options for a something that is more common that I might use as a substitute?
File powder is mostly used for thickening gumbo, and there are two schools of thought on that (armed with shotguns and rifles, so trifle with them at your peril): file gumbo and okra gumbo.
A file gumbo is thickened with file (typically added by the diner at before eating the gumbo), as mentioned. An okra gumbo is thickened with... well.. okra.
It is possible, but not traditional, to combine the two in the same recipe.
If gumbo is your goal, consider making a an okra version.
Otherwise, if you are using it for its unique flavor, there probably is no substitution. If you are using it for its thickening properties, depending on the recipe, you might try a roux, cornstarch, or arrowroot.