I came across this young butcher preparing an armadillo at Mexico City's Mercado San Juan, the market that caters to professional chefs, discerning home cooks, and French people.
Aside from armadillo you'll also find live gusanos (worms from the maguey cactus), fried chapulines (grasshoppers), and escamoles (ant eggs), when they're in season. There are excellent cheese vendors, exotic fruit merchants, wild mushroom sellers and much more--plus all the regular stuff you need like string beans, bananas, and chicken.
For those of you tired of the usual turkey on Thanksgiving, here's
a recipe for Armadillo in Cream Sauce that's guaranteed to leave your dinner guests talking: click here (Serve it with a chilled German Riesling).
The Mercado San Juan is located in the centro on Calle Ernesto Pugibet near Calle BuenTono (metro stop Salto de Agua).