All of the stores mentioned carry various shrimp at times. I've actually seen them at all Petsmart locations in the area this week. Currently, Sandy's is... private message me for details, as I won't get into vendor reviews here on the forum. Green Tree Pet Center in Clarksville, IN (just across the river) has a much better and healthier selection.
When it comes to shrimp? Definitely order. You just aren't going to find healthy, affordable shrimp in Louisville at a retail location. Don't pay $4 for a Cherry Shrimp under any circumstances.
Other stores to visit: Feeders Supply (there are 14 area locations) - they often have Ghost, Cherry, Amano and sometimes Green Neos. Pet's Palace - sometimes have shrimp, always have various nano fish and Nerite snails. Pets Galore - clean tanks, small selection but often have plants and great fish.