Yeah, I go to thrift stores regularly as well as estate sales, and it can take a few years but some rather unusual machines you have never seen before can pop in when you least expect it.
I try to use these methods over eBay, because generally thrift stores and estate sales tend to see vacuum cleaners (especially older ones and those that take bags) as utilitarian items rather than collectible, so they tend to price them somewhat cheaply. Mostly the only exceptions I've seen are newer high end vacs like Electrolux, Kirby or Rainbow, which sell for a lot (and tend to get sniped up quickly) as well as Dysons and other known European brands.
eBay is still a great way to get ones if you don't want to wait or the item is just too rare, but you will tend to pay the higher prices because you're competing with other collectors, as well as high shipping and packaging costs. So there are trade offs.
