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All of the groups that I'm aware of use Facebook to Organize. There may be more places to buy, but these are spaces with a community and tables to play at.

Rapid City has Who's House downtown. No longer sells Miniatures

Brookings has the Brookings Book Co downtown.

Sioux Falls has Badlands Games in the Western Mall. [color=red]Closing at the End of April

Continuing with the Sioux (though not in South Dakota)... Sioux City has Game King.

Vermillion has D.A.W.G.S. [color=red] closed

There are several Facebook groups to organize game-play.

Things have perked up around Sioux Falls.
Game Chest in downtown has space to play, but no terrain. The also carry GW.
Hobby Town in the Park Ridge Mall carries GW, though it looks like they haven’t put in an order in a while.
Dragons Den in the Clocktower Square both carries GW and Army Painter. They have game space and occasionally host events. They have a healthy Facebook community.

Mixed news here in South Dakota
Who’s Gamehouse in Rapid closed this fall.
Sioux Falls is getting a Warhammer Store... opening this weekend.