It is at any grocery store actually. I buy it and see it anywhere that carries spices which is every grocery store. Just ask a sales person next time and they'll show you where it is.
It would be in the spice section where all the bottles of spices are (usually in alphabetical order) If at a health food type store then try the bulk spice section.
If you are near ANY ethnic markets you can buy it buy the pound in a plastic bag and save a FORTUNE compared to McCormack spice prices in the cutesy little cans.
It might be called red pepper. At the grocery store, it is usually not with the house brand or McCormicks, but if they have Spice Island or another "gourmet" brand, these might include cayenne.
