If your local grocery store isn't fulfilling your culinary needs, you just might want to try a different venue. Like the dog track.
Volcanic rock molcajetes (grinding bowls), imported moles, hard-to-find cheeses and illegal fruits all are part of what makes the Phoenix Greyhound Park Park 'n Swap a fun day at the races. If it's from Mexico, you are very likely to find it here. Especially on the twice-weekly "Mercado" days.
Every Wednesday night and Sunday morning, vendors line the dog track parking lot at Washington Street in Phoenix to fight for your dollar and provide you with the best, most obscure and most unique items. If you're adventurous and willing to go to almost any lengths for good and hard-to-find ingredients, you'll likely find them, along with other cool stuff, like leather belts from Mexico and pirate CDs. Just be warned: There's a lot to look through, so wear comfortable shoes and bring a nice, big bag for all those purchases you'll find yourself making.