I've seen alfajores at Crisp & Juicy - at least the one at leisure world. Carbon in Rockville, Dolchezza (the ice cream place) in Bethesda is Argentinean and they have them. I believe I've had them at El Patio as well. I love alfajores!

Mmmm...I don't think it has alfajores but El Patio will have some good bakery items:
http://www.elpatiointernational.com/

Any good sources in Bethesda/Silver Spring/NW?