I've seen a bunch of people posting about coming to the US on vacation and looking to do some second-hand doll or toy hunting but not knowing where to start! Here's a very thorough list of the types of places to look for and what kinds of things at what kinds of prices you'll find at each of them.
Thrift Stores:
These are actual stores that deal in second hand goods. There are big chains like GoodWill, Salvation Army, and Savers but a lot of one-off stores too. When you search for "Thrift Store" you should also search for "Charity Shop" and "Hospice Shop."
Protip: Look at pictures of the stores on the business pages on Google Maps. Some stores focus only on clothes, or housewares and don't deal in toys. You can get a general idea of what they deal in from pictures posted of the interior.
Personal experience: Many thrift stores have figured out that they can sell more for certain things like collectables online, so stuff like dolls don't show up in those stores nearly as often as they used to. In addition, there are a lot of people in the US who go to thrift stores every day to buy things to sell online, so anything with rarity/value goes fast.
Antique Stores and Antique Malls:
Some antique stores have gradually embraced modern collectables, though this is VERY spotty. Some antique shops are strictly for antiques (things 100+ years old) and vintage (things 20+ years old) so while you might find a vintage Barbie or GI Joe doll now and then, it's not the first place you want to go.
Antique Malls are different. Imagine if Ebay was a place and each seller had a small stall to sell their goods. It's like that. Some stalls are very specialized, some have a bit of everything. Most Antique Malls don't care what is sold in them as long as the vendors pay their fees, so you're MUCH more likely to find toys and modern collectables in these.
Personal Experience: While you can occasionally find deals here, stuff is generally priced similar to Ebay. If you go in person the savings is mostly in the shipping, which can be a lot more if you're international.
Flea Markets:
Flea Markets are usually held on Sundays in the United States. They are almost always outdoors and held in big fields, so they are seasonal in parts of the country where it gets cold.
Personal Experience: Flea Markets are in my opinion the most efficient ways to go thrifting. The prices are usually much lower than Antique Malls, and with a lot of people selling things in one place with the same 'start' time, you're just as likely to find something as anyone else/resellers haven't searched everything already.
If you like to haggle, it is socially acceptable to do it here. If you hear someone say "I can do better on that" it means they are open to haggling, so make an offer. In thrift stores/antique malls, the price is the price.
Yard Sales aka Tag Sales aka Garage Sales aka Moving Sales and Estate Sales
This is when someone does a house cleaning and sells things before giving them to charity or throwing them away. These usually happen on Saturdays in the US, but can sometimes start on Fridays or go into Sundays if they have a lot of things to sell.
These are the places you're most likely to get really lucky and find something rare for a very good price. The down side is that this is the most time-intensive method. You'll need a car, and to basically drive around looking for signs on the side of the road saying something like "YARD SALE! 342 Evergreen Terrace, October 11th, 8-2"
Some yard sales advertise on Craigs List (the website) or on community Facebook pages but most don't. Sometimes, whole neighborhoods will schedule yard sales together and those are more likely to advertise online ahead of the sale.
Personal Experience: Most places won't have toys, but this is where you're most likely to find someone clearing out their entire childhood toy collection. This is also the activity you're most likely to spend a lot of time on. You're less likely to find something if you spend the day doing it vs other activities, but you're much more likely to find a huge collection than anywhere else. That means if you yard sale regularly your time/luck averages out, but if you're just here for a short visit, your time is better spent at any of the other places on this list where you more consistently find one or two things.
Church Tag Sales, Bazaars, and other once-a-years
These are like flea markets, but don't happen every Sunday, just once a year. It's often a community fundraiser where people will donate their things to sell at the event. You can sometimes find listings for them on community pages on Facebook and Craig's List, but most of the time it's a big sign on the side of the road written in marker. If you happen to be visiting when something like this is scheduled, you should go.
The exception is there are some big shows that happen once a year in a certain part of the country, like the Brimfield Antique Show, and you can find listings for dates/times of places like that online. As an antique show, the doll hunting isn't great unless you're looking for things that are at least 40 years old. The prices will generally be at or higher than Ebay prices. However, if you just want to see a lot of really weird/cool/old stuff, these are a lot of fun!
In Closing:
Ranked by average payoff vs time/difficulty if you're only here for a short time: 1) Flea Markets 2) Thrift Stores 3) Bazaars 4) Antique Malls 5) Yard Sales.
If you're already in the US, and not having a lot of luck at physical thrift shops, start stopping at Yard Sales and going to Flea Markets.
Honestly the thing I've found that made me happiest from all my thrifting is my vintage mechanical Bernina sewing machine that just makes sewing for my dolls so much easier! I also like buying vintage lace and trim because it behaves better than modern synthetic-heavy trims. But I've found a lot of cool toys too.
Here's some stuff I've found recently: