Major supermarkets where there's a large east Asian population I suppose. We can get bok choy and daikon and sometimes yukina savoy locally in season, bok choy reliably at the grocery store and daikon occasionally, and that's it. Any of the other vegetables it's 70 miles to the nearest Asian grocery, and there, if the vegetables are even labelled as to where they were grown, it's in a language I can't begin to read.
I do love bitter melon though...
Joining a CSA is as great way to expand your repertoire of vegetables - you have to eat them whether you think you like them, or know how to cook them, or not.
Then there's just planting something to find out what the heck it is. I've got a short row of salsify just sprouting. My soil is pretty clayey and root vegetables don't typically do all that well, but I was tired of looking at the stuff in seed catalogs and having no idea what it tastes like. (Especially when some people describe the flavor as "oyster" and others as "artichoke hearts." )