I went to the mall today and one of the places I usually go is The Toy Vault. Sometimes they have G1's and G3's and today they had Babyzilla Princess Celestia and the only place I've seen it is on amazon. The other stores have the same ponies, Fluttershy and Pinkie Pie. I was lucky enough to find Rarity once at Walgreens a while back and I haven't seen her since. I kind of want the Princess Cadence one but in my opinion she's too dark. I really want Apple Jack and Rainbow Dash but those are sold outside the US and will probably be more pricey on amazon.
So, I think I have almost all of the US ones, I just don't have Princess Cadence. I have Princess Celestia, Rarity, Pinkie Pie, and Fluttershy.