If you're looking for actual MIDI files, the best place is from usenet newsgroups. If you aren't familiar with usenet, just look it up with google or go surfing for a freeware/shareware newsreader.
Try:
alt.binaries.sounds.midi
or:
alt.binaries.sounds.midi.blues,
.. and just make a few requests.
If you're willing to pay for midi files, you'll find them all over the place on the web. Again..just use google.
Most web sites avoid posting free copyrighted files these days unless they want the Harry Fox Agency on their backs but usenet is still a decent place for em as long as you're patient.