nope, i don't think you'll find u40 needles in a local pharmacy. humans don't use them so that's why. you'll have to get them from the vet or there are some places online that sell them. if you want, i think i might still have about 80-100 left from back when. if you want them pm me your address and i can priority mail them out to you on my way to work in the morning.
fwiw though, did you know you can use u100 syringes with u40 insulin? you can, you just have to do a conversion on the insulin so you draw up the right dose. it's really easy. if you want to do that we can get you the conversion chart and explain it.