I've always wondered that too. i've been looking for some locally for over a year now and no such luck. they seem to be most often available in egg form that you hatch and raise yourself. i am weiry to try this on my own though.
I bought three Killifish 3 or 4 months ago. They are pretty aggressive. I added them to my aquarium of three Zebra Danios. Imagine my surprise when the largest Killifish had one of my Danios in his mouth! Only the Danio's tail was sticking out of the Killifish's mouth. He eventually spit the Danio out, but of course, it didn't live long after that. I still have all three Killifish, and they're doing great.