I believe Marshall Field's has Lilly and Neiman Marcus might too - I've also seen some in Saks. It's usually not in your typical Federated or May Co store (whatever it is called in your neck of the woods). There are also Lilly "signature shops" in the more upscale shopping districts.
I have a sale coupon too but right now I am so tired & washed out not even a Lilly could make me look good.