Newgen is right, when in season they are available fresh at some supermarkets, especially the specialty fruit shops along Bolsa Ave in Westminster, they were sold fresh not previously frozen or thawed out, quite expensive too.
While the frozen durians aren't spectacular in flavor, these fresh ones were much less impressive because they're picked way too early, from my personal experience of course. Hit and miss, but mostly the latter for us and everyone we know. You can also find them fresh in San Diego as well, just have to know where to look.