There is a shop at the "Castle Dour", in "Solitude", just before you enter the castle... The guy there sells a lot of arrows. Seems to be a hunter. Many hunter camps (The bear-claws), have hunters that will sell you arrows.
I always find plenty on dead bodies in dungeons. Use your stealth-attack for the first shot with an arrow, that will save you like 10 or 20 unrecoverable arrows when you kill creatures.
Would be nice to craft them, but I have never run out... So I won't complain about that craft being missing in the game. (Would have been better than cooking.)