I could not find them in any stores in the Denver area. If they are there, I didn't see them. However, Home Depot was more than happy to send me one if I ordered it online. Free shipping. That's how I got mine a couple months ago. HD also has the filters and accessories for it, they just don't stock the model itself for some reason. I was at HD about two hr. ago, and I saw the Ridgid 4522 air filters, fine-particle filter bags, and various nozzles, etc. there on the shelf.
By the way, I found plenty of the shop vacs, just not that particular model. And I am glad I waited and ordered that one, fits real nicely beneath the work table with no wasted space from a round vac. It does not have wheels; I find this a non issue, they are light enough to pull around or pick up and move. One could always build a dolly with wheels, but I can't see myself ever needing to in my smallish area.