Creve Coeur Camera's Springfield store just opened today. They have the stuff that Konical mentioned, and their prices aren't bad for a local shop. Not as cheap as NYC, but definitely worth it if you're in a hurry and can't wait for the UPS guy.
I stopped in today and got a roll of 36 exp. HP5+. With tax it was a bit over $8. I've priced their E-6 developing, and it's a bit more than the local superstore that sells a little of everything but never has what you want, but is significantly faster. The gentleman behind the counter said E-6 turns around in about a week (4 business days) and B&W in 2 business days, but to allow an extra day for the courier to get it from Springfield to St. Louis.
If you're in Central Illinois, you really should check out this store!
Disclaimer: I am not affiliated with Creve Coeur Camera in any way, just a customer.