It really depends where you are located. Here in L.A. Home Depot carries 10 or more varieties of black plastic all the way up to 20 mil and greater. On the other hand the HD does not carry foam board insulation (styrofoam, extruded foam what have you) only the beaded variety.
I think it has a lot to do with the region, here where there is a lot of investment properties, people are constantly painting/remodeling and black plastic probably in demand on the other hand the weather probably does not warrant the need to carry a huge variety of insulation.
I would suggest checking the Home Depot (or any supply store) website. Look for a way to check a location by zip code and it should show what it has in stock in the stores nearest to you. Home Depot and Lowes both have this feature on their respective websites.
Good Luck and be careful using that black plastic.. keep it away from your dungeon torches and dragons breath!