I live in NM where they come from.
Season is starting early this year due to the heat.
I got 60# of roasted yesterday. 40# hot for me and 20# medium for wife.
They have a terrific taste and can put them on pretty much anything you want.
Hard to find a pizza place or burger joint that doesn't offer chilies as toppings.
I'm guessing you won't find a store that roasts them back there.
You can roast them yourself on a grill. Turn very often. Roast until skin peels off.
And it you really like them you could buy a small roaster.
A bit of history (abbreviated) …
Chilies migrated from Mexico to California where they were given the name Anaheim.
You can find Anaheim Chilies is many grocery stores.
The Anaheim chilies migrated to New Mexico and are primarily grown in the Hatch Valley.
Hence the name Hatch Chilies.
The soil and climate changed to profile of the chili and has made them so popular.
You won't know if you like them unless you try them.