What can I use instead of annatto?
The flavor is described as being very mild and unless the recipe calls for a ton of the stuff it is probably being used mostly for color.

The color it gives is a yellow-orange. Substitutions used are turmeric, paprika, or a mixture of the two. It was often used itself as a substitution for saffron but of course saffron would be too expensive to make the substitution back.

If your recipe does use a lot of annatto (or you are serving it to people who claim to be able to detect the difference) then your best bet would probably be to just buy it online. It is a seed so it isn't fragile and ships well.
http://www.amazon.com/s/ref=nb_sb_noss_1?url=search-alias%3Daps&amp;field-keywords=annatto