You can find puff pastry in the freezer section of the grocery store.  It is normally next to the frozen desserts and comes in a box with two sheets of pastry. In the last few months I have also seen that you can purchase puff pastry in the refrigerated section.  It is next to the refrigerated biscuits and cinnamon rolls.  I have not used this kind of puff pastry yet, so I am unsure of how it will work.