Surprisingly, I didn't have much trouble tracking down wave 3, but wave 4 has been a pain. Between the two Wal-Marts near me, I was able to find two partial and one full box of them, completing my wave 3 collection and I traded the extras away.
My local Wal-Mart ran out of wave 3s back in late July and didn't restock any until after the reset. There was a delay (they said something about a glitch in the inventory) in resetting the toy section, but the day they finally reset, I went there to find an empty wave 4 box. I took that box home since I collect the boxes. It was nearly a full month until they got another box, which I found with only one bag in it. That empty box is still there, and it's been like 2 weeks. Wal-Mart's my only source for blind bags since the Target near me doesn't have them and I don't have a local TRU. Luckily, I've managed to get most of them through trades.
I hope wave 5 & 6 won't be so hard to find. What I really am wondering, though, is why do stores only seem to get one box at a time? I mean, do they think "well, there's 24 in here, so it should last a few weeks" or does Hasbro just have a really limited supply of these and will only send one box at a time? Because if it's just them thinking they'll sell them to 24 different people, they're way off. I know most people tend to buy the full box.