I like Elderly Instrument in Lansing, Michigan a lot. They have a great selection of folk, blues and old-timey stuff. They also do good mail order.
School Kids in Ann Arbor, Michigan although I've not been there for some years used to be really eclectic.
Spruce Tree Music in Madison, Wisconsin has a good selection of folk and old-timey stuff, as does Music Emporium in Lexington, Mass.
My two favorite stores, hands down, are in Canada. CD's CD in Victoria, BC is astonishing. They have one copy of every great record ever nothing is categorized or put into genres just great music.
In the same league is Records on Wheels in Dundas, Ontario. A great store with a surprising and eclectic and positively weird selection.
Both stores are tiny but friendly and they will get you anything. The folks that run them are really knowledgeable. I could drop a thousand bucks in either of them with no trouble.
Records on Wheels in Dundas, ON Phone/Fax 905-627-7706
CDS Cds in Victoria, BC Phone 250-384-2377