You can try to find it at a well-stocked Asian grocery store. It's called "tom chua" or "mam tom chua" (sour shrimp) and sold in jars like this:

The flavor is actually more sweet and sour though. It's very strong, so I'd recommend it more if you're already familiar with fish sauce. You eat it whole, complete with the shell (it's softened similar to sardines are).