Guide to the NYC Garment District - Paula Nadelstern has written a wonderful annotated guide on where the great fabric finds are in New York's garment district. I'll definitely print it out and take it with me the next time I'm lucky enough to get there!
LA Fashion District Guide - click the "Search District" link (upper right hand corner), then under 'Products', click the down arrow and scroll down to Textiles and Supplies
Los Angeles Area Yarn Shops
Yarn Stores - New York and Elsewhere - lists yarn stores in NYC & Boroughs, NY state, NJ, CT, MA, and NH