Over $25 and the shipping is free at Amazon.com, so just buy more than one at a time. That's where I get most of my DVDs now anyway, they usually have better prices than most stores do, and usually always have what I want.
If you're looking for an actual store, try small music stores in your area, like second-hand CDs and stuff. They usually have a pretty eclectic assortment of DVDs. I just found this store in DC this summer that had a huge selection of musical DVDs that I hadn't seen in many other places. Huge companies like Best Buy are going to have 10,000 copies of The Aviator and nothing else, but independent stores are separate from the mainstream DVD market.
Like a firework unexploded
Wanting life but never
knowing how