I know that Assi Plaza and H-Mart (different parts of Niles) sell fish heads pretty cheap. It's not the whole skeleton... but it can't hurt to ask. Go somewhere that does a lot of fish business and filets to order, and you may be able to say, "Hey, can I get the leftovers from the next six fish you filet?"
What is patriotism, but the love of good things we ate in our childhood?
-- Lin Yutang