Tragically, pretty much the entire king crab harvest goes directly from Kodiak or Dutch straight to Seattle's big fish processors. Even living in Anchorage we had to wait for the new seasons crab to go to Seattle, and then get flown back up to Alaska.
I'd occasionally see someone with a pickup truck and a homemade sign advertising "fresh king crab" on a corner, but the one time I stopped by it smelled like the inside of a forgotten bait bucket and I didn't even get out of my car.
If you find someone with a connection in Dutch Harbor or Kodiak Island you might be in luck, otherwise you'd better head downtown.