Let's make a list of all the online sources for vinyl. It's better to post online record shops that ship worldwide.
www.vinyltap.com (http://www.vinyltap.co.uk) good one
www.gemm.com (http://www.gemm.com) big one
www.musicstack.com (http://www.musicstack.com) big one
www.reddit.com/r/vinylcollectors (http://www.reddit.com/r/vinylcollectors) on reddit
www.amazon.com (http://www.amazon.com) has a lot of new stuff as well as some rare stuff from time to time
www.ebay.com (http://www.ebay.com) the obvious but getting more of a hassle to deal with
www.all-vinyl.com/ (http://www.all-vinyl.com/)
www.californiaalbums.com/ (http://www.californiaalbums.com/)
http://www.vvinyl.com/vinyl/ (http://www.vvinyl.com/vinyl/)
http://www.911.com (http://www.911.com/)
http://www.insound.com/ (http://www.insound.com/)
edit 03-17-2012
http://limitedpressing.com
http://theoldlp.com
http://deadformat.net/tradelists
...and what else do you know of?