In the US, at least so far, the hardest cichlids to get a hold of are Nandopsis ramsdeni, and Iranocichla hormuzensus, and lately some of the lesser known Madagascan cichlids, because of that countries protection laws, restriction on exporting wildlife, and some of the difficulties in captive breeding of these species.
I've seen all the others mentioned in above posts, in local fish stores in Milwaukee, or in local fish club auctions in that general area.