I live in Minnesota and have never seen tamarind being sold online or in any grocery stores here.
Where can I find it?
You should try Mexican and Indian stores to start with, if you have any. After that try any sort of Asian store, since it's used in other southeast Asian food too. Might even be worth a trip to a nearby larger city; there'll probably be a lot of things you can stock up on. (I see several of each in Minneapolis/St. Paul.)
Note that generally, if you're trying to cook with it, all you really need is tamarind paste, pulp, or concentrate. You can find fresh whole tamarind too, but the processed forms are often even easier to find.
And yes, you can also buy the processed forms online if you're having trouble in stores. Amazon has it, as do I'm sure a lot of more specifically food sites.
This fruit should be available in Indian grocery stores near you. Many south Indian recipes use this. Indian grocery store should have it either in the form of whole fruit or the outer shell removed. You could also get ready made pulp of tamarind there.