Try automotive supply shops, like Pep Boys, or R&S Strauss. Ask for their polishing section, and you should be able to find 2000 grit 3M sandpaper.
If not, you can order Micromesh online. Micromesh is better than regular sandpaper because it last longer and gives a smoother cut. Try
www.micromark.com or
www.micro-surface.com (beware the second store charges $10 shipping for something that could be sent in a frickin' envelope..)