You may want to see if there is a local aquarium club in your area
or order from one of the online vendors, and have fish shipped to your door if you have specific cichlids on your mind.
I have had good luck with
Dave's Rare Fish
or Wet Spot Fish.
Both these have long lists of African rift lake cichlids
Where I live most LFSs have tons of mbuna, but because I prefer rarer Central American and Madagascar species, I almost always end up having those fish shipped.