It can be pretty hit or miss. Once in a while you'll get lucky and find something at Rudy's uptown or Carmine street guitars but usually they'll just have your run-of-the-mill gitanes. In terms of CD's im' not sure but those are the two big guitar shops that generally get one in from time to time.
May I suggest Rodrigo Shopis? He makes and has first-rate gypsy guitars at a reasonable price, based on the high quality. If you've never seen his guitars, you owe it to yourself to see and try these.
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He's at:
98 Charlton Ave.
NY,NY 10014
Tel.: 212 675 4905
By appointment only, so call a few days ahead, see his website.