HI,
I was at the Vienna store recently for breakfast. I have never seen buns sold there retail, though you can buy a made-to-order hot dog.
Vienna store usually sells hot dogs, though not the complete condiment array for a Chicago-style hot dog. Nearby Costco sells the Rosen buns, seeded and unseeded, in large quantities as well as most of the condiments. I don't believe I ever saw sport peppers there.
Since the Vienna Beef store acts as an outlet with overruns and other odds and ends, I would phone in advance to be certain they have what you expect.
Vienna Beef
2501 North Damen Avenue
Chicago, IL 60647
http://www.viennabeef.com
773-278-7800