As everyone said here, for meat tamales, El Modelo has the best. They are not cheap, but they are HUGE and delicious. For vegetarian tamales, yes, the Co-op sells Mujeres en Accion vegetarian tamales, but Dos Hermanos also sells vegetarian tamales and you can special order calabacitas tamales, too. Mmmm. Also, Richard's restaurant on Menaul sells vegetarian tamales and I'll bet they're mighty tasty. Mind you, none of the veggie tamales I have mentioned are vegan, as they contain cheese. I don't know where you'd find a vegan tamale.
I'll second Helen's. My Mom's been buying them there for years. Don't know if they offer any veg tamales. I was just wondering how one might go about making their own vegetarian tamales without using something like Crisco. The aforementioned Mujeres en Accion tamales say canola oil, but I can't imagine the texture being right. The problem with most vegetarian tamales I've come across is that the filling is usually pretty skimpy. I would KILL to make a decently filled one.
Depending on exactly what your health and product concerns are, butter works. During a tamale making adventure years ago with a friend, we used butter with (not surprisingly) delicious results. To get the texture in the right ballpark you need a fat that is solid at room temp - so all the "bad" fats work. Otherwise you'd need to make other adjustments, not sure what works there as the butter, tofu, and shroom tamales are the only ones I've done.
I have to say Dos Hermanos for vegetarian or the Mujeres en Accion that other people have already talked about (plus you are supporting local business). As a person who tries not to eat meat, tamales are something I totally miss and both of those are good. Bueno makes frozen red and green tamales, and one of those are vegan, can't remember which. When Raley's went out of business my partner and I bought tons of them, and they were really good! Kept us fed for weeks! I think you can maybe find them at Sunflower Market?
I 3rd the vote for the ones from Mujeres en Accion, i don't know where to pick them up these days, but every year my mom gifts me with a dozen of them which keep in the freezer and have about one a month.
Posa's, I think have the best tamales you'll find south of Taos, and, yes they are from Santa Fe, being a real treat any time I go north, but you can get them at Jubilation Liquors- the owner is a big fan of them also so he sells them OTC. Their vegetarian Tamales are simply Jack cheese and green chile. Foods of New Mexico also has the same style of vegetarian tamale and can be found in most supermarkets. To Usemoreglue: if you want to make vegan tamales try using a half cooked, then cooled polenta recipe, you finish cooking the polenta (or masa ... it's all the same thing) when you steam the tamales, this has worked the best for me. Also I have used frozen olive oil when I wanted a shortening consistency (I despise shortening), this works,but not as well as the polenta method. Another option is using another product to replace the fat completely without losing the moisture, like canned pumpkin (or fresh steamed), or fresh, frozen, or canned corn then puree it whole, I have found that this works well to replace fat and the rich buttery taste that you lose with vegan cooking. Bon apetit