A lot of people grow peppers so that they can get them roasted. A lot of roadside chile pepper sellers in the U.S.A. will roast green peppers for a small extra charge. If you don't want to buy a proper roaster, you can always try to make one. Some Chile-Heads are trying this method, but there are no results available so far. Utah State University 'Crop Physiology Lab' links page.
Some companies sell fresh chile peppers via mail-order.
Some companies sell chile pepper plants and seedlings via mail-order.