You have to make them yourselves. I no longer live in the area, and I really miss those cheesestakes and Italian Hoagies. I always make sure I bring a few whole (whole hoagies are 2 foot long in the Philly area) Italian and cheesesteak hoagies home with me whenever I visit. Nobody around here does it right, though I don't live in the mid west. The hardest part is going to be finding the right rolls. You want firm Italian rolls with a nice crust. I make my own italian hoagies now whenever I have the urge, but unfortunately the Capicola ham in this area went way downhill. When you can find it, it's terrible so now I usually just sprinkle ground red pepper on regular ham and use that in its place. That, or I just make a sandwhich that I made up (firm hoagie roll, pastrami, corned beef, pepper ham, provalone, mayo, hot pepper relish, lettuce, and onion). Yum!!
It's funny. I was helping a friend move from the Philly area to the south, and we kept stopping at Wawa's going down I95 for meals. Wawa certainly doesn't make the best hoagies, but they are still better than what you can find in other areas. The further south we got, the softer the rolls became. It just wasn't the same so we gave up.
Soft rolls are great for Q, but they ruin a hoagie (just like firm rolls ruin Q). I always get a kick out of it whenever I'm in the grocery store and find soft rolls labeled as Philly style rolls -- they aren't even close.