The International Ammunition Association is the best place to start. If you join up you'll be able to post in the Buy/Sell/Trade forum. Check out the IAA and also check out the General Forum to lots of great info:

International Ammunition Association

Check out the following sites for individual cartridges:

index ammo-one.com ammo ammunition single cartridges military for sale obsolete

THE CARTRIDGE COLLECTOR

Happy collecting!

BTW, I've bought cartridges from both of the above sellers. Great guys to buy from and they're both IAA members and been selling cartridges for many years.