Something like this?
Cooper Bussmann/Fuse and Accessories BP-HHH-RP at AutoZone.com - 1 reviews
Any auto parts place (Advance, AutoZone, PepBoys, O'Rileys, etc.) should have them as well as possibly Radio Shack & Wal-Mart.
Goes by different names - Fuse Tap, Add-a-circuit, Circuit Tap. Probably others too.
These are fine if you are going to add something small, but if you're looking to add more than one thing or the current draw is significant I would suggest adding a separate fuse block.
Something like this is nice (I used one to add a bunch of "goodies" to a motorcycle once)
CARQUEST by BWD Fuse Holder FB70: Advance Auto Parts