Quilted Threads, Henniker, NH. Was featured in the 2011 Spring issue of Quilt Sampler. Totally awesome shop that now has sales online as well.
http://www.quiltedthreads.com/
The Quilting Corner, Tilton, NH. On your way to Keepsake stop by this shop in a converted mill.
http://www.quiltingcornernh.com/index.html
Pickering Farm, Richmond, NH. An exceptional shop that specializes in reproduction fabrics. The farm itself dates back to 1790.
http://www.pickeringfarmquiltshop.com/index.html