Hobby shops often have it. Especially the model stores which often have rods, tubes, and angled pieces too. Of course, Garage Sale, For Sale, and Beware of Dog signs are often referred to as ghetto styrene since sometimes they are more readily available.
Hobby shops only have very small sheets and strips. If you need larger pieces, you may have to try a local plastic supply.
Are you using it for vacuum forming or scratch-building?
Try the term "polystyrene" also