Phyllo, or filo, dough can be made at home, but is such an exacting process that it is always easier to purchase the dough either fresh or frozen. This can save hours of work when making pastry and no difference in taste can be detected in the final product. Finding filo dough can be a challenge, especially if you live in a small town.
Call your local grocery stores to see if they carry filo dough. Most larger chain stores, such as Kroger or Albertsons do carry the frozen product. Many smaller stores do also or may order it for you if you ask.
Call any local bakeries in town. Even if they do not carry it as a regular item, they may be willing to make it for you at a very reasonable price.
Try online stores such as Amazon.com. Type "Filo Dough" or "phyllo dough" in the search box and numerous options will be listed in the returns. A search in Google will reveal many other places that sell filo dough in various forms.
Follow the directions given for storage of the filo dough after purchase. This will keep the leftover dough fresh and ready for your next pastry creation.
Generally the best place to keep filo dough is in the freezer; it will thaw out quickly for use when needed. Filo dough can often be purchased in health food stores or other businesses catering to the vegetarian lifestyle. You can also look for it at speciality stores, such as Middle Eastern or Mediterranean grocers if they are available in your city. Some grocers only carry filo dough during the winter holiday season, as this is when more baking is traditionally done. If this is the case at your grocer, be sure and stock up when it is available.