Many of John Waters films are available anywhere where videos are sold. Though stores rarely have them in stock , they can usually special order. Almost all video rental stores have a huge binder on the desk which lists every film available for purchase. If you don't see the binder just ask for it. If the Water's film you're looking for is not listed, then chances are that it is not available.
Large stores such as Suncoast Video, Blockbuster and Hollywood Video are good places to start your search, as they are accustomed to doing special orders. I have seen every movie from Mondo Trasho to Serial Mom on video rental shelves, so I know that they exist on video. If the earlier films are available for purchase, then I am not aware of the source. This is all the information that I have regarding purchase of his films.