If you don't care about buying in person, you could shop online and still buy local. Try going to Etsy, clicking the 'Buy' tab on the top left of the main page, click 'Shop Local' on the right, then input your location (city or zip, depending on just how local you're going for). You can limit your search results to jewelry.
I just performed this search for Seattle, and got thousands of jewelry items. It's a good way to shop locally when people haven't expanded their production enough to get their wares into a local store. There are some talented people doing their thing on a really small scale around these parts.
Disclaimer: I do not work for Etsy, I just prefer shopping online. The mall is my Waterloo.