Some grocery stores or supermarkets do carry some types of caviar but it's not the best high end caviar that other stores sell.
If you want good caviar that is high quality and better tasting you should go to a special store that specializes in caviar or buy your caviar online.
Good tasting and high quality caviar is not cheap and has a high price to it which is justified because of the high quality of the caviar.
I don't have any stores around here that sells caviar so I go online and buy my caviar when I want it.
Olmafood.com has some good high quality caviar you can buy and it's a great place to buy Caviar online and they ship fast.
Amazon sells Caviar as well but I've never tried it as it's a cheaper variety but I might try it sometime.