Home Depot, local hardware chain, local retail nursery here all used to carry clay orchid pots in a few sizes, but seems only 4" and 6.75" any more ...
That said, azalea pots are similar (dimension-wise), but don't have the extra drainage slots that orchid pots have, but I had no problems using them. You can put styro pnuts in the bottom for drainage - I also like to put either styro pnuts in the center of the root mass, or a smaller overturned pot inside ...
Yesterday I went to the Home Depot where I had previously purchased 4" orchid pots but all they had were the 6" pots, even the shelf tag for the 4" pots was nowhere to be found. I tried another Home Depot and it was the same.
So I ordered a bunch of clay orchid pots from: Orchid Pots - clay and plastic - Green Barn Orchid Supplies
I ordered the "Rustic clay pot smooth finish" in the 4", 5" and 6" sizes. The prices for the pots are very reasonable, I haven't yet seen what the shipping charge from Fl to Ca will be but I expect it to equal the price of the pots.