It's a great area to collect! They do show up in many of the auctions. For vintage game-used caps, I would put these AHs at the top of the list...
Hunt
REA
Lelands
Goldin
SCP
Huggins & Scott
I collect game used caps, in two ways.... Star Players and "Type" Caps. The type caps are fun to collect, just to own some long-defunct and cool styles. So instead of collecting the player, you're going after rare types. Thus, it could have been worn by an unknown or a common player.
Like any other segment, you must educate yourself. New Era Caps (for example) were available to the general public in addition to MLB Players/Coaches. So for anything post 1972 or so, you must be careful. I'd only look at Caps with solid provenance, if early 1970s or newer.
Pre-1970s, you'll see many caps from Wilson, McAuliffe/KM, Rawlings and Spalding. It helps to know which teams wore which brands for the era in question. This just comes from experience, but any reputable auction house like those listed above should at least steer you in the right direction.
Best of luck!
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