Louisville has a handful, three by the name of Book & Music Exchange (which might be a national chain? Not sure). They all have a pretty decent selection of Genesis/SNES/NES/PS1 commons, and some of the more rare stuff behind glass and appropriately priced. Occasionally you'll stumble across some Turbo Grafx, Jaguar, and 3DO stuff there. Saturn and Dreamcast games are also rare, for some reason.
Another local place called Toy Crazy has a decent selection of retro stuff, and more Saturn stuff (all common) than anywhere else in the city.
Louisville also has two Half Price Books. National chain, but they get really weird stuff in from time to time.
There are a couple more local game shops but they're only selling used 360/PS3/Wii era games.