Depends upon where you live. If there is a soap/candlemaking supply store nearby, then yes. You might be able to find some fragrance oils in a craft store like JoAnn's or Michael's, but they won't be of good quality. More than likely to get really nice scents you will have to buy online.
If you are just playing around and don't want much, you could get a mint essential oil from a natural food market or someplace like Wegmans. If you want larger quantities or more variety, buying online will again probably be your best bet. How are you getting the chocolate smell?