Yeah, often times at pet stores they've cannibalized some of their 'cup mates'. They do also have the crappy little pre-killed in a can/bottle, but I personally feel they lack all the nutrition of a live or fresh killed one. They're all dried and stuff... Pet stores usually sell live ones in a cup, but, as I mentioned above, they've normally cannibalized some of the others. You could certainly order them off of online, however, from someone that sells feeders. I had a very nice experience with Perfect Prey, and they also sell insects, however they only sell mealworms at a minimum of 500 and only start at the medium size... On the plus side, though, it's a very good deal.
500 for $15, not including shipping. You really won't find that at a pet store, they usually sell them for $5 for a cup of 50.
Mealworms - PerfectPrey.com
Uhmm... LLL Reptile is another one I know of, but they're quite a bit more expensive, however they do offer 'mini' sized meal worms.. once again, minimum order is 500. They sell 500 minis for ~$25, not including shipping.
Worms - LLL Reptile
PS: If you're ever interested in feeding dubias, dubiaroaches.com is a good supplier of them, along with some other roach varieties and phoenix worms.