Mad_Jack
Legend
Or you could try raiding the lair/tomb of a former Nazi general who became a Lich.
I think I saw that movie...
In my games - depending on what the general magic level of the campaign is, of course - there's no such place called the Magic Shop where you can just walk into a store and buy anything off the magic item list, any more than there's a single AdventureMart where you buy all your equipment from the PHB.
But...
Any city or area large enough to support a wizard's guild or college will possibly have a store or merchant who deals with magical supplies like spell components, blank spellbooks, inks, etc. These places are likely to also have a small number of consumables like potions or scrolls, and can most likely arrange to acquire them or direct you to someone who can make them. They might have one or two common permanent magic items, but there's definitely no guarantee.
They would, however, be able to direct you to someone who'd know someone who would likely know if there are any magic items for sale or trade anywhere in the city, if it's possible to make such an item and who would know how to do it, or if a particular item exists somewhere if you're brave/stupid enough to go find/barter for/steal it.
The local black market would also have rumors of such things, although they'd be much less trustworthy. There's a small chance you might be able to make contact with someone who's looking to unload a random magic item on the quiet, but there's a good chance it might get out that you're the one who has that item now.
An exceptionally prosperous merchant might have one or two magical examples of whatever mundane items they usually trade in. Not that it'd necessarily be something of use to an adventurer. There are in fact a handful of mages and artisans who make their living on the patronage of the wealthy and socially elite, making high-end clothing and other items with very minor enchantments on them to flatter their patrons' vanity and allow them to flaunt their social status/wealth. Just getting close enough to them socially to inquire about their services is going to be a quest in itself, and commissioning anything other than a pair of Eobard's Eternally Polished Shoes is going to get you noticed.
If you want a specific item from the item section in the DMG/other book, though, it's usually going to involve finding someone willing to make one for you - and quite likely acquiring the physical materials to craft the item as well. For many items there may be only a handful of people in the campaign world who know how to make them, and their price for doing so may not be measured in gold - for example, the only way to reliably get an elven cloak or elven chainmail outside of knowing a high-level elven wizard is to find one of a small handful of really important elves and get them to like you enough to have one commissioned from their artisans.
There's also the option of doing your own extensive research, acquiring all the materials and then getting a spellcaster to agree to craft it for you.
Either way, if you want it you're going to work for it.
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