I saw them referred to in a couple of movies(When Harry Met Sally) and was always curious about them. I even thought if I ever went to NY, one of the things I'd look for is Mallomars. A few years ago, our Albertson's carried them for a short time, and they were wonderful.
Then the store stopped carrying them, and Albertson's closed down after a Super Wal Mart went up close by. I read somewhere that Mallomars are only distributed to certain areas like New York, New England, and even then only shipped during cooler months. I figure living here in NOLA either the climate was too warm, or there wasn't enough interest in them, and they were more expensive than most of the usual cookines including Pinwheels, which not the same, do give me some comfort.