The Keep has a store in Brunswick as well as one in South Portland. I haven't been to either in a few years, but I do remember that they shrink wrap EVERYTHING which was a big turn-off for me.
While I don't know of any game stores as such, the Bookland in Cook's Corner has a fair selection of D&D stuff; not really sure how current it is, though. When I was there this weekend, my attention was mostly centered on the Collosal Red "mini".
I was able to find a good book at the Keep for 50% off, though it was shrinkwrapped. Thanks for the tips (we didn't have time to check out the Cook's Corner bookstore).