Whole hogs for cooking are generally found by contacting your local butcher or pig farmer, because grocery stores often do not sell full hogs. Grocery stores may be able to put you in contact with their local meat distributor, who may be able to order whole hogs on request.
If you do not have a butcher in your area, consider visiting ethnic markets. Many ethnic markets feature animals and cuts of meat not frequently sold in chain grocery stores. Larger Latin markets will often offer suckling and whole pigs, but make sure to arrive to the markets early, because whole pigs will often be parted throughout the day to keep the coolers full. If you arrive too late, the market may no longer have whole hogs.
Some Asian markets will also stock whole hogs. If the market doesn't offer whole hogs daily, make sure to ask as they might be able to order one for you.
Whole hogs can also be ordered online from a variety of meat markets in sizes ranging from 10 to over 80 pounds. Online markets will also offer other meats like lamb, goat and poultry. However, be prepared to pay more for shipping, since the meat will need to be kept cold.