I am not sure if you are looking to buy locally and what you have near you -
Some wild bird feed stores will set live mealworms in small tubs. Places like PETCO and PETsMART both sell live mealworms of different sizes, but be certain to check each tub for healthy mealworms/date on tubs, because they are ordered in large quantities and some tubs can easily sit for too long, resulting in a large amount of dead worms.
If you are looking to buy online, a good place to look is reptilefooddepot.com. I actually buy from them locally at reptile expos/shows here near Seattle, but they do ship, and I know they have a great variety and healthy selection of invertebrate feeders.
I'm not sure on other places to buy online, or if anyone on this forum sells them, as I've only ever bought locally from breeders/producers I have met