I'll let others weigh in here too as my information is rather dated... LFSs that do both freshwater and saltwater (Dallas North Aquarium, Fish Gallery - or freshwater only, but that is out of my knowledge area) are more likely to have some live black worms but always there were limited quantities and unreliable if I'd be early/lucky enough to get any for my copperband at the time who ONLY ate live black worms.
Eventually I went with PA-based live black worm company that sold CA black worms but if shipping wasn't exactly spot-on timely, worm death due to TX heat was always tough (I remember this time of year would arrive as a literal blood-bath and I had this giant process to try and salvage as many worms still living as possible - PA didn't want to keep sending me worms because of the shipping heat death but my CBB would have starved, so I'd order a couple times what I actually needed (worm abuse...)). While sad that particular CBB died, my budget is SO much better not supporting that CBB's live black worm needs. I think based on phone number (look of website has changed), this may be my prior PA-based live black worm connection:
easternaquatics.com
Others recommend live white worms. They are supposedly easier to start & cultivate and they'll stay alive longer in saltwater (relative to live black worms - still only short while with live white worms).
I've periodically found frozen worms, but nothing in my tank - including current CBB - has any interest in those thawed from frozen worms.
The last live black worms I had was 2-3 years ago and I gave them away to some freshwater friends of mine - you'd have thought I handed them gold nuggets they were so excited because at the time live black worms were so tough to get. Hopefully the live black worm market is better these days. GOOD LUCK!