I read a week ago that La Victoria Bakery on 24th street was making King Cakes for Mardi Gras. Since I am planning a combined Mardi Gras/Chinese New Year party (both are on the 8th) I was thrilled that I wouldn't have to have one shipped in as those never wind up being very good.
However, they are not actually stocking them for Mardi Gras. They had made them for the Epiphany, which might have confused the OP. BUT they will make them if you special order them - $15 for a small and $30 for a large that I was told would feed 30 people.
Now the real question is whether I can get them to put the purple, green and gold colored sugar on it.