My current favorite is
Warzone/Matrix in Rocky River (Cleveland), OH. Physically the store is kind of a dump, but it is absolutely packed with games of all types and all eras.
RPGs... war games... board games... mini games... CCGs... I'm convinced there's an unopened OD&D box in there somewhere, right next to some Alpha black lotuses.
The owner is a nice guy, an expert mini-painter who will paint any mini you buy there for a really minimal fee. He's always watching something on his TV, either a "gamer" movie or something about war.

I don't think the store's name is an accident.
One funny thing about Warzone/Matrix is that it shares its strip mall with a restaurant that bills itself as "Cleveland's #1 Somali quisine." I wasn't aware there was that much competition, outside of say Manhattan, for such a niche type of quisine!
I also have to give a shout out to
The Rusty Scabbard in Lexington, KY. (They don't appear to have a site, so that's a link to a Google map.)
This is the store where my parents bought me the Red Box, and where I bought myself the 1e AD&D Player's Handbook. As well as tons and tons of other stuff, of course.
My best friend and I used to ride our bikes there, count up our allowance money, and stare longingly at the things we couldn't afford. At the time, we were intimidated by the older gamers (I mean, those guys were probably 18! or 20! LOL), so we didn't hang out there much. But I'd say we visited on shopping trips at least once a week. Happy to see it's still in business!