You can also check any Japanese markets in your area.
Where I live, there’s a place called Mitsuwa Marketplace in Schaumburg, and it’s like a Japanese mall where they sell foodstuffs, videos, books and cds. They used to have a small section of video game cds but since they remodeled the bookstore, they don’t sell them anymore. 🙁
I think comic book stores might carry them too, but you might have to check with them.
And don’t check your mainstream music stores like Best Buy. They WILL NEVER carry what you’re looking for, except for soundtracks that feature names and bands only the casual gamer will recognize, like Halo or those lame sports game soundtracks with bands everyone knows about.
I guess you gotta poke around where you live to find the good deals and such. so good luck!