I've never seen them at the grocery stores here.
Rosewater can be found at specialty shops, but if you're in an area like mine where specialty shops simply don't exist, you can make your own rosewater. This site has a few recipes, and there are many more tutorials and videos online if you feel ambitious enough to do a search for "make rosewater": http://funadvice.com/r/bt8odv8r54u
The last time I bought it for cooking I actually got it from a pharmacy. From time to time I see it in supermarkets, but extremely rarely.
Janice, in your area I've found it in two places - 1) Caribbean food stores and 2) Health food stores.
They usually have it at cooking stores. Just google "spice shop" and go to the nearest store.