I personally have not seen 'fresh' chile de arbol. I have however use them and seen them as they normally come, dried. There must not be a decent, or any for that matter, Mexican store in the Washington area where eremite resides. A large supermarket like Winco Foods, Albertsons, etc. carry chile de arbol on their produce section or, like Winco in my area now does, on the Mexican specialty food aisle, in the little clear packets, just like Mexican spices.
As far as fresh peppers, it depends on the type you are looking for. Specialty, exotic, or hybrid peepers, good luck finding them on grocery stores. Some of the other suggestions on this thread may help. Most grocery stores however have the most common fresh peppers around like jalapeƱos, yellow peppers, serrano peppers, and 2 or 3 different kind of habaneros.
Good luck.