Many suppliers have both shopfronts and online stores.
Australia
Spotlight stores nationwide supply evenweave linen, roller frames and hoops, Guterman reeled silk
Morris & Sons (Sydney, Melbourne, Newtown, Katoomba, Richmond) have a great range of needlework supplies, including Madeira silk, evenweave linen, Appletons wools
Hobbysew (Belconnen ACT, Sydney (3 stores), Penrith, Gosford, Woolongong) also a great range of needlework supplies, including Madeira silk, evenweave linen
The Crafty Frog (Kambah ACT) supply fibrecraft supplies, including spinning and weaving. They also have a good range of embroidery threads, fabrics and tools.
Victoria House Needlecraft (Mittagong NSW) have a reasonable range of silk and woolen threads, as well as an excellent selection of fabrics and tools for embroidery, crochet and knitting.
The Crewel Gobelein (NSW) have a great range of silk and woolen threads, goldwork threads, notions and fabrics.
Stitch – 485 Willoughby Rd, Willoughby (Sydney NSW) Find on Google Maps
Hand to Hand Crafts – 1 Wolfe St, Newcastle NSW Find on Google Maps
Pins and Things – 54 Main Rd, Boolaroo (Newcastle NSW) Find on Google Maps
Oz Stitch (20 Maxwell Place, Curra QLD) primarily sell cross stitch supplies, but have a reasonable range of threads, and an excellent selection of evenweave fabrics for counted work.
The Quilter’s Store/The Embroidery Store (Salisbury QLD) have a great range of silk and woolen threads, and some goldwork threads, as well as a good selection of fabrics, tools and notions.
Beautiful Silks and Naturals – 29 Brown St, Allansford, Warnambool VIC Find on Google Maps
Sovereign Needlework – 215 Mair St, Ballarat Central VIC Find on Google Maps
The Yarn Barn – 200 Reynard St, Coburg, Melbourne VIC Find on Google Maps
Stitcher’s Corner – 34 Mint St, East Victoria Park, Perth WA Find on Google Maps
A Stitch in Time, 247 Sandy Bay Rd, Sandy Bay, Hobart TAS Find on Google Maps
New Zealand
The Ribbon Rose – 45B Mt. Wellington Highway, Mt. Wellington, Aukland Find on Google Maps
Nancy’s Stitch Studio – 261 Thorndon Quay, Wellington Find on Google Maps
International
Berlin Embroidery (Canada) This is the first stop for many embroiderers regardless of their location. A fantastic range of threads and tools, including probably the best range of goldwork threads and tools around. The proprietor, Tanja, is also extremely approachable if you need help and will help you work out everything you need and will also work out the cheapest shipping for you (even if this means multiple packages).
The Fabric Store (USA) The main go-to for linen fabric for garb in the SCA. The fabric quality is good, and they have a great range of colours and weights of fabric.
Needle in a Haystack (USA) A truly astonishing range of embroidery threads, tools and fabric, and extremely helpful if you need advice.