I have to put a warning disclaimer that I don’t recommend going to Tepito without a local who has been there before. Mexico City can be very dangerous if you’re in the wrong neighborhoods and it’s no surprise that a black market in Mexico City might be one of those dangerous places. People have been frequently robbed and stabbed here, especially foreigners who don’t speak the language.
Don’t bring expensive things with you if you’re visiting Tepito. Can there with no valuables and go with a local who knows the place.
With that out of the way, Tepito is one of the largest black markets in the world and you can buy just about anything.