Currently Philadelphia. I just checked the grocery store's website and although they list feet/tails/jowls/skin/neck, they don't seem to be listing head right now. I may be recalling seeing it in Reading Terminal Market^ which certainly has that kind of stuff (one stall there has piles and piles of chicken feet.. I have no idea what you'd even do with those. Stews perhaps.)
^ https://secure.wikimedia.org/wikipedia/en/wiki/Reading_Termi...