EditOils not from around here
Macadamia nut oil, coconut oil, olive oil are all imported. There is some olive oil produced in California, some in South America. On the East Coast, it probably is better to buy Mediterranean olive oil because miles over sea count less than miles over land as far as ecological impact goes.
Oils are a specialized product. It is extremely uncommon to find an oil that says, "This is an oil made from Virginia Peanuts" It is more likely to get a country of origin, or you'll just have to use your knowledge of where oils are typically produced.
EditButter
You can find butter where ever you can find cows. Butter is the locavore's stereotypical oil.
J Wayne Farm and Dairy, Harrisburg, PA. Sold at
Arlington Farmers MarketYou can get MD butter at the Dupont Circle Farmer's Market
EditCanola Oil
Canola oil is the current darling of nutritionists. Canola oil is a rape seed that is more edible than ordinary rape seed. It is mostly from Canada.
EditPeanut Oil
Virginia is a major peanut producer. Most oils do not label the state of origin for their peanuts.
EditGrape Seed Oil
Grape seed oil is produced as a way to use a byproduct of making wine. Despite the number of wineries in Virginia, I couldn't find any evidence of Virginian or MD grapeseed oils.