Local fish shops usually carry them on a routine basis -they keep them in a fridge and you'll have to ask for them.
Otherwise, if he really turns into a chow hound (as well as the rest of the occupants when they discover them), you can google "raising blackworms" and come up with a couple of hits for places that will set you up to breed them pretty easily. I travel a bit, so I rely on the infrequent "splurge" visit to the pet shop to spoil the fin gang.