Craft stores like Michaels, Joann Fabrics or Hancock Fabrics have glues that are suitable for felts. Some stores like Wal-mart occasionally carry them too. A good all around glue is Eileen's Sticky Tacky Glue. It glues anything from paper to fabric and everything in between. Try that if you can't find what you're looking for.
Felt glue can be purchased at Herrshcners, which is a mail order catalog resource. It can be found at JoAnnes, also. A good brand to look for is Beacon Felt Glue. Aleen's Tacky Glue is suitable for gluing felt pieces and usually available at Walmart.