There are other gaming stores with figures, within a 45-minute drive of The Source, but the majority of these smaller stores carry primarily fantasy figures, not historical. I live in SE MN, so I am not terribly familiar with the smaller stores within the Twin Cities area.
A Google search will help you locate other stores within the TC area. You can always call them to ask what they carry for historical figures -- I could be completely wrong as to their main products carried.
Ask Google the distance/drive time between stores, and it will give you a good estimate -- see the Google quote, below…
There are a couple of gaming stores in Superior, WI, near Duluth:
Driving from The Source in Minneapolis to Superior, WI takes about 2.5 to 3 hours in normal traffic. The trip is approximately 152 miles and typically follows I-35 North directly into the Duluth/Superior area.
Superior has two good gaming stores, but, again, they cater more to fantasy, than historical. Yes, I realize you do not want to drive to Superior, as it is too far away (5-6 hours driving time, round-trip), just giving you options for future explorations, if interested. By the way, there are two decent gaming stores in Duluth, but I like the two in Superior, more, as they tend to be bigger with more products.
My wife and I frequent the North Shore area of Minnesota, beyond Duluth. On our way through the Duluth/Superior area, we like to stop in at some of our favorite gaming stores, for fun -- we are only ever up there on vacation, so it is a great attraction for us to stop in for a peek.
If you are into Warhammer/Warhammer 40K, all of the stores in the TC area, and Duluth/Superior, are excellent sources of figures and modeling supplies and paints (GW and Army Painter products aplenty). Cheers!