Well, there's, um, there's......................................
Gawd, that is a good question. :?
Maybe you could type it up on a search engine and see what pops up along with it to give you an idea what stores to check out if you don't want to buy it over the internet. Example: If it appears along with hammers, nails, and paint, then a hardware store. I'm not sure how well that'll work but it's an idea I guess.
And sorry, I had to include this imagined situation when I couldn't think of where to buy a megaphone.
"Mommy, where do megaphones come from?"
"Well dear, the stork brings megaphones to all the good girls and boys. And everytime a loud noise is made, a megaphone gets its volume control."
(End imagination)
