I live near Philly, but hopefully I can help a bit. 
You will have to travel a bit most likely. Look for antique malls and flea markets that are a bit further, make a trip out of them. I have one that's two hours away that I like to visit once a year and I've found a pony each time. My parents like to antique so that certainly helps, I'm not sure if you are able to drive yourself but if there's an antique mall in a quaint little shopping town it may convince others to help you get over there. I like to go to more rural areas for searching, I find they have better prices.
Goodwill is always miss for me...I do have a consignment shop specifically for toys five minutes away, maybe there's something similar? The toys do have to go *somewhere*.
Best of luck!

I'm in NY (near Manhattan) and I haven't seen a pony in a thrift for a long time, since G3s were still being sold in stores.