Well, there are two reasons and one you already mentioned ... "getting some from someone who lives near one". If you are from canada, you will pay more for Vegas, Foxwoods and or AC chips because you dont have access to the casino. The other reason is the whole Paulson/Bud Jones/some other French companies, merger .. is now Gaming Partners International (GPIC on the stock exchange .. doing quite well by the way)... Paulson stoped selling chips to the public and only registered casino's can purchase them, which is why they are worth more to collectors ...
Thats my theory ...