Oklahoma City used ammonium nitrate and fuel oil, sensitized with nitromethane (the race fuel you mentioned), however nitromethane is still pretty readily available both at hobby shops (it's a fuel for RC cars and planes) and at race shops.
The VP race gas this dude uses is also sold at race shops.
The real thing that's regulated or at least tracked these days is the purchase of ammonium nitrate fertilizer. Although you could probably get some at Tractor Supply, enough for a small truck like this and not raise too many eyebrows.