There is a whole lengthy thread on the Budget Board on the chase for Zhu Zhus. A couple of us refer to it as the "Great Hamster Hunt of 2009". My best advice is to drop by your local Wal-Mart or Toys R Us about everyday until you find some pieces, and pick it up a piece at a time. If you can get their staff to tell you when the shipments are coming in that will help. Between 3 Walmarts and 2 Toys R Us stores, I was able to find everything except for the skateboard over the course of the week last week. Certain parts of the country it seems to be a lot harder to do it in that short a time period. The things are going for around 3 times the prices in the store on E-bay right now.