If you are willing and able to drive into the NYC/Philly/NJ metro areas a couple times a week, then I would think you should be able to find a gym and coach without too much trouble at all.
As was suggested, your best option is probably the USAW site. Another good option is to talk to a Crossfit affiliate or two. They may provide OL-specific coaching as part of their program, or one of their trainers or members might be willing to do it on the side. Just make sure whoever you learn from really knows their stuff - a history of coaching is probably the best indicator, but there are also some guys with no formal experience who know their stuff and are good teachers.
After you learn the basics and if you have the space, it might well pay to buy your own bar, bumper plates, and rack. It's quite an expensive investment but you'll save a lot of time and money on commuting to the gym. Then you can do most of your workouts at home, and just get some coaching a couple times a month rather than a couple times a week.