I buy it at the farmer's market. Flying Pigs Farm sells both leaf lard (the whitest, cleanest-tasting lard, and what you want for pie crusts and sweet breads) and lard from other parts, which is good for tortillas, savory pies, and cooking. Another farm sells unrendered leaf lard, which is really easy to render yourself and then you get to enjoy cracklings left behind!
I can also get lard, suet, goose fat, etc. at really good butcher shops like Ottomanelli and Sons here, and Dickson's Farmstand Meats at Chelsea Market.
If you have any sort of Mexican population near you, you can get fresh lard pretty easily as well. Not usually leaf lard, but like I said, it's not necessary for tortillas.
Don't even bother with supermarket stuff sitting on shelves. That stuff is disgusting and hydrogenated to make it shelf-stable. It's no different than shortening.