I had a pretty hard time finding them in the stores when I knew they were there. Quite frustrating because that lovely purple color you see in the previous picture includes all the little thorns on it. Glochids, actually. Regardless, they hurt like heck, and stick around for a long time. In the stores, they have been singed quite a bit to burn off the little thorns, and appear an almost brown color. They almost look like a kiwifruit, but with a leathery skin instead of a hairy skin.
I doubt you will find them as Tuna. I read about them in a couple of blogs that used the name Opuntia (the genus of the cactus). These blogs were primarily talking about the way that they are prepared and consumed in Greece, if I remember correctly.
The cactus itself grows pretty much everywhere. It is one of the most hardy cacti around, doesn't need good soil, and grows like a weed in 43 C summer weather. Markets that cater to ex-pat's from arid environments would probably be a good place to start - but I would of course ask a couple people in the store. The other situation is that the fruit are not usually ready to harvest until the end of the summer - August to September is when they really start coming in to their own.
Here's a link to a picture of what it looks like in the store, compared to what it looks like fresh off the plant. Just a google search for it, and it is on Flicker: http://www.flickr.com/photos/kittylaroux/4026191539/