Online suppliers:
I have been shopping at these first two websites since 2009 and get about 50% of my total yearly supplies from those two companies. They have consistent colors (and a huge assortment). They also carry needles, foam pads, and wool fabric. Kits are available as well. If you shop at the Felted Ewe, tell Tina that Once Again Sam sent you!
https://www.thefeltedewe.com/
https://www.weircrafts.com/
https://dorrmillstore.com/
https://bearcreekfelting.com/
Local Craft Stores:
Your local craft store may carry some needle felting supplies, but I find they're somewhat limited. They will most likely carry small 0.5 oz. bags of roving, which is fine for smaller projects. It’s a little more expensive to purchase this way, but if you’re just starting out and want to try out a few colors before you load up your craft room with pounds and pounds of roving, this is a perfectly fine way to go.
Craft stores often have combo packs of different roving colors and usually an assorted pack of needles as well. If you like to work from kits, they’re bound to have some of those too!
Micheals
Hobby Lobby
Joann Fabrics
Regional Supply Stores:
Both of these stores have roving by the ounce, which is fantastic. You just pull off the amount of the color you want, they weigh it, and you pay for that amount. I wish I could buy all of my roving this way.
Asheville, North Carolina: Earth Guild
Newport, New Hampshire: Dorr Mill
Fiber Festivals:
If you happen to be in a state that has a wool festival, go check it out in person! It's well worth the drive. You can buy everything you'd ever dream of having for your needle felting journey, including a pet sheep if you’re so inclined (and I am, believe me…it’s just convincing my husband that we can have a sheep here in the suburbs).
Most of these festivals also have classes and demos available. I can’t say enough about them - they’re incredible! This is a quick video tour from my last time visiting the Southeastern Animal Fiber Fair (SAFF).