It's always been hit-or-miss in my area (Northeast Georgia) for games.

Last week I picked up a boxed Game Boy and blue Game Gear at a local thrift. Before that? Well, unless I drive 30 minutes to one of the major population areas, I usually don't find anything. There's one pawn shop that carries vintage games but they're usually overpriced. There is a mom and pop "thrift" store (aka resale general stores) chain but outside of a 3DO marked as a DVD player, their selection has been historically terrible in the two years or so they've been opened. I sometimes find games at local thrifts or yard sales but it's pretty hit or miss. I rarely see gaming items at local auction houses but I can snatch them up for cheap when I do.

However, two of the three flea markets I regularly frequent almost always do well for me. The third flea market is very small but will sometimes have some decent merchandise.

You also have to keep in mind that I live in a town of ~2500 and a county of ~25k. I usually have no competition for games and electronics unless I travel to one of the large cities.