I buy what I can locally, but if it isn't made in the USA, or at least a developed country with good environmental and labor laws I don't buy it. If I have to I will order from the factory or mail order, if it means getting a Made in USA product.
I often order from Bemidji Woolen Mills. Bemidji sells their own products and other brands who don't directly compete with their market share. I bought a pair of 100% wool Windsor Wear canadian long johns from Bemidji. They also carry Wigwam and Fox River socks and gloves.
I have purchased Codet wool products from both the Supply Sargeant surplus store and Getzs, which is like an old school clothiers in my home town. Getz's has a good website and mail order business too.
I won't buy woolrich any more, they went overseas. Pendleton shirts are made in foreign countries with USA made fabric, so I don't like them so much any more. Filson is extremely expensive and some of it is imported too. All that's left really is Bemidji and Johnson, and Johnson is expensive too. Bemidji makes products of similar quality and style to Filson & others.
I do what I can to get products that meet my standards, but I like to support small and or local businesses.