It's an odd phenomenon but even though the best bourbons tend to be made in Kentucky, Kentucky is also one of the hardest places to find the good bourbons on retail shelves. The problem is that too many people in Kentucky know about good bourbons so rare bottles don't last on the shelves if they ever make it there in the first place. More often they are raffled off.
I enjoy a good bourbon hunt when outside of the Commonwealth and I am pleased to report I recently procured two bottles of the elusive Weller 12 year at a retail price of about ~$35 (not the $350 Ramzy quoted courtesy of the outrageous bourbon secondary market) in a friendly southern state that prefers to drink alternative whiskeys.
The benefit of being around Kentucky is the bars/restaurants have all the great bourbons but unfortunately the liquor stores do not.