There are several sources on the internet that have a wide variety of fasteners. One of my favorite is Bolt Depot. I use many stainless steels fasteners, of which Lowes, Home Depot, & Menards don't have a wide variety, and West Marine often doesn't have what I need and at a reasonable price. Bolt Depot has many, and even more in on-stainless steel.
An interesting point that comes up is: If there are many cheap sources in China for electronic parts, and they ship to us here quickly, are there also other sources for hardware such as this. I doubt that MTH's train builder custom makes screws.