What sorts of parts are you looking for?
A lot of transistors (especially small-signal types) can be substituted with others.
For some specialized types (such as dual-gate MOSFETs or RF bipolar transistors)
the selection is smaller, but there are still some around. There are a number of
different transistors designed for CB output stages, particularly Japanese types,
that can be used for QRP rigs.
If you can't find a particular RF choke, there may be a close value that will
work well enough, or you may have to wind one on a ferrite core.
In many cases the problem is that commercial manufacturing has gone almost
entirely to surface mount parts. The BF998 is a commonly available dual-gate
MOSFET, for example, but it is in a SMD package and would rather run on 5V
than 12V. By mounting such parts on a small bit of circuit board you usually
can wire them into a prototype circuit, or even solder them directly to the pads
on the original circuit board of the pinout is correct.
A good source for a lot of things is your local hamfest (if you have one). I've often
come back with bags of assorted parts that someone is trying to get rid of. (But
by now my junkbox over-ample, so now I try to contain myself.) They might not
be the exact part that the circuit calls for, but it may work well enough.
And there are a lot of surplus houses still selling the older parts. Besides the
big commercial suppliers like Digi-Key and Mouser, and Dan's Small Parts, you
might also check:
BG Micro
All Electronics (I think there are two with similar names)
Allied Electronics
I'm sure other posters can add more.
Or if you need a specific part, inquire here and folks can check their junkboxes.