There are many places in Patna where you can find these amazing Madhubani paintings. I frequently visit the "Bihar Emporium" at Maurya Lok Shopping Complex in Patna. The shop is run by the Government of Bihar and paintings are genuine and good quality.
In addition, you can find these painting at
Petals Boutique, Boring Road, Patna
Srijan Boutique, Boring Patliputra Road, Patna
The Embroidery Studio, Bailey Road, Patna
In fact, you will find numerous other stores around the Patna Railway Junction. If you have the time, why not visit the real maccoy and go to Simri village in Madhubani district. The village is famous for producing these classic paintings.
Hope this helps.