World Market carries it sometimes.
I was going to say this. Especially around Christmastime. My daughters get me some for a stocking stuffer.
Years ago there was a bakery here that made little marizpan potatoes dusted with cocoa powder for realism… Adorable and delicious.
In the baking aisle of the grocery store you can usually find a tube of almond paste, which is essentially marzipan.
I’m playing Duolingo in German and there were whole sections about lucky charms made of marzipan, especially animal-shaped lucky charms, so it must be a German thing, too.
I made some one time. So much fiddly work! If I’m going to eat more than a tiny bite, though, I prefer it with chocolate. Cuts the richness/sweetness.
LOL.
I assume the fiddly work is why most people buy marzipan fruit rather than trying to make it themselves.
Oh, yeah.
In the town of Szentendre, a little bit outside Budapest, there’s even a marzipan museum, where you can find all sorts of stuff sculpted in marzipan, as you would in a wax museum:
It’s a fascinating place. 
(The rest of the town is a fun day trip from Budapest, if anyone is ever in the area. Kind of a little arty town along the banks of the Danube.) Marzipan, like chestnut paste, was never my favorite, but I enjoy having a taste of it from time to time. If the OP has any Eastern European groceries near them, that’s always a good place to look for marzipan.
That’s correct, the Marzipanschwein (marzipan pig) being the most common (also chimney sweepers, four-leaved clovers and horseshoes). But also marzipan fruits, carrots and potatoes. Like in other countries, marzipan specialties are most common on holidays like Christmas and Easter.
Lübeck also has a marzipan museum.
You can probably tell from reading carefully whether the protagonist is eating pure marzipan or marzipan chocolates. Both are fairly common.
From the way you worded it, i assumed the plain stuff. It’s a sweet almond paste that’s used in confections. Because you can mold it like clay, it’s often used to make decorative elements, like fondant, except marzipan is popular to eat, and fondant mostly is just “edible”.
You can buy it in a tube if you want to make your own things, or just eat it plain. You can also buy it formed into charms, pigs, and fruits. I’ve mostly see the fruits, which are typically just molded marzipan painted with a little food coloring. (And not full-sized, but bite-sized.)
I don’t really like the stuff, so i can’t tell you where to buy it. But I’d shop for either a tube or some little fruits if i wanted to experience what I’m betting your protagonist is eating.
Most marzipan I buy in the US is stale. World Market before Christmas is your best bet for fresh x reasonably priced. Or go to Italy, where the decorative shapes are a culinary art form!
I think a trip to Italy for a confection is just a bit beyond me… 
Food is the best reason for traveling
This is the only sort of marzipan I’ve ever eaten. We used to make it ourselves when we were in the SCA. I don’t recall it as being difficult to make. The recipe below is pretty much the same as what I remember.
I think sometimes we added a little fruit extract so the different marzipan fruits had different flavors.
https://www.walmart.com/search?q=fruit+extract+mccormick
It’s too bad MJ couldn’t recreate his nose with marzipan…
Lübecker Marzipan has already been mentioned, and it is excellent indeed, lightly covered in dark chocolate, a very good ratio. Better than Ritter Sport, IMO, which is a great chocolate with marzipan filling, but for marzipan as such too heavy on the chocolate.
But nobody seems to have mentioned mazapán de Toledo yet, which is pure marzipan without chocolate. A centuries old tradition with strict rules for the ingredients, made into small pieces. There must be an importer in the USA. Worth a try!
ETA: There is indeed at least one importer:
https://laespanolameats.com/christmas-sweets/marzipan-of-toledo/
Sorry, are there better reasons to go to Italy? 
Yes, gelati. 
I found Rick Steves helpful for finding good gelato in Florence. But back to marzipan–
The Italian shops with marzipan frequently have gorgeous window displays of the product. They don’t just make a little marzipan pear and color it yellow. They do that, then color it like a pear with yellows and browns, sometimes a realistic-looking bruise, stems, leaves, and other pear-like aspects. Simply lovely.
Well, I did enjoy Pompeii both times I visited. But somehow I missed marzipan.