I've heard and read quite a few times that PetSmart will not sell live feeders.

PetCo, on the other hand, will not question you. In fact - when I used to shop at PetCo for my live food, I would occasionally be questioned by employees - not because it was their job, but because they were curious about what I had and I recall a few occasions where I had lengthy conversations with the PetCo employee about how awesome snakes are.