Gun stores will often have flyers, at least for the ones they plan to be in.
Most shows advertise in the papers and such, also, many shows are regular events, you can typically plan for them to occur in about the same time and place every year (or more). They are often put on by a variety of gun or sportsman's organizations, you can get info from their websites as well. Once you find one, you can get info on others from other visitors and from vendors.