Before moving to Kearney, NE from Louisville, CO, I had to stock up on wool roving for my felting projects. Shuttles, Spindles, and Skeins in Boulder, CO has a fantastic selection of roving (corriedale and merino) at very reasonable prices, as well as quite a few white options (My white shown here was $1.05 an ounce).
This was my last stop before hitting the road for Nebraska. I splurged on a hand colored braid, but thought it would make a nice felted Nebraska cornfield. I can order from them and they will ship it to me, which is a great option. I haven't found a place nearby for roving. You would think there are sheep somewhere in Nebraska, right?