The first place to look would be at your local gunsmith's shop. Next bet would be at a gun show. If you know exactly what you need, you can order some things online.
I'd like to add the following to the above answer.
Gun shows as a source for obsolete parts can be a god send, but you have to be careful as well. Gun shows are known for also being used as a dumping ground for defective parts or of marginal quality (knock offs and counterfeit).
Online sources for parts are:
The Online Gun auctions sites like Gunbroker.com or Ebay, which has reversed a policy decision to not allow firearm parts (The ban came shortly after the Virgina Tech shootings), as always "buyer beware" as those venues are also subject to parts dumping.
Numrich Arms, also known as Gun Parts Corporation (http://www.gunpartscorp.com) is the most well known seller of parts, and has parts for a very large selection of firearms manufacturers, both current and defunct.
Jack First is another well known and established source (http://jackfirstgun.com).
In my past experiences, if those 2 places don't have a part, it's going to be a challenge.
Another possible source, the various firearms related internet forums. There are dedicated ones for Ruger, Marlin, S&W as well as a vast array of other gun related forums, all usually have classified section where parts are sold.
Which model??
try bob`s gun parts. they carry parts for lots of old guns
Numrich gun parts
Try egunparts.com
On line auctions, gun shops, gun shows, pawn shops want ad, for sale ad.
you can find parts for your Stevens at bob`s gun parts .com
We have parts for that model. gunshop@nctv.com
Check with a gunsmith, or find the model number of your rifle, and check on line parts supply houses, like gunpartscorp.com
Try Nurmich Arms
Go to Numrich Gun Parts Corp.
Numrich Arms is a good source for gun parts.
i am also looking for parts so if you find any let me know.... mikecrowson@hotmail.com