The last time I bought a check valve I bought it from Ocean Aquatics (mail-order, one of our sponsors).
Basically, I'd be a little surprised if you'll find anywhere local that has true "tru-union" style anythings (yay for Calgary), but you should be able to find slip valves, either slip or threaded, at either Western Pump, maybe Plumbateria, or Rona and/or Home Depot, depending on how good your local Rona/HD is (some are better than others, I work close to the Macleod Tr/Southland Dr Rona and they have a suprisingly generally decent selection of plumbing bits - but some of these big box stores have a surprisingly hopeless selection - so it's a bit hit and miss depending on what store you go to).
But generally speaking a lot of the more specialty parts we like in this hobby are really hard to find locally. Just try looking for a PVC gate valve, for example.
Oh, hmmm, another idea to try is UFA.
Happy hunting
