The thrill of the hunt is part of the fun and excitement of the video game collecting hobby. Its also the disappointment of hitting a dry spell of not finding anything. I'll be honest, its exponentially harder to find retro games out in the wild today than it was just 5 or 10 years ago. So what do you do to actually find these old games? Well, here's a primer on where to start looking so maybe you'll be the next to discover a copy of Stadium Events for 50¢.
I personally use four different avenues to find games for my collection.
Garage sales
Naturally, the humble garage/yard sale is my top go-to source for my game collection. While I managed to find a good chunk of my collection scouring garage sales, pickings are getting slimmer every year for a number of reasons. Every passing year makes it more likely that someone has hauled their games off to Goodwill or simply thrown them out. The sudden popularity of the hobby has greatly increased competition and I don't even bother with any sales listed online anymore since people with Thursday and Friday off work will camp outside a house that lists any Nintendo, Sega, Atari or Playstation on Craiglist or Facebook. Instead I just 'freestyle' garage sales and talk to the sellers to ask if they have any games.
We normally hit garage sales every Saturday morning and I've found 1 retro game item in 3 months. So its getting pretty slim. However, its a great time to start collecting PS2/Wii/Xbox360 and PS3 games. People are getting rid of them cheap (I've found some as low as 25¢ just this year) and not many people are hunting for them yet, so this is the perfect time to start collecting for those systems.
Thrift stores
They also used to be a much more reliable source, but in recent years they've realized how much money they're losing by letting expensive games slip through at bargain prices and have started marking them up or putting them up on their own auction sites. Though if you avoid the big stores like Goodwill and focus on local thrift stores, great scores can still be found.
Pawn shops
A really overlooked resource is pawn shops. I've found some really great games at them for awesome prices. My advice with pawn shops is to find the oldest, dustiest ones you can. The newer ones don't have old inventory, so you'll pretty much be flipping through hundreds of copies of Madden and Call of Duty.
Craigslist/Facebook
Collectors use these resources as well, but you can take advantage of them too. My best advice would be to join 'want to buy' groups on Facebook and simply post what you're looking for and be specific. I've been contacted too many times by people who have a box full of sports games that I have no interest in and I'd rather not waste my time or theirs, and rejecting their offer is sometimes awkward.
Flea Markets
I'll throw in flea markets as one last resource, however there are none in my area so my only experience with them is watching pickup videos on YouTube by The Game Chasers and Pat the NES Punk. It seems they tend to have the same issues that thrift stores have, with sellers that are aware of the market and throw crazy prices on their inventory.