You might try W.N. Desherbinin for lighting parts. Not sure if they have online ordering yet, but they’re main office is located over in Danbury Connecticut, so is sort of in your neck of the woods.
They seem to have a pretty good selection of lamp and fixture parts.
The only thing is that I believe they are still wholesale only, so you'd need to establish an account with them before they will sell to you.
Their website:
http://wndesherbinin.com/McMaster-Carr Supply carries 12/4 MC cable, but not NM. It is item #6864K26.
Their website:
http://www.mcmaster.com/
