Well, it depens on wich one. Most LEGO stores should have all the new theme sets from the last 3 or 2 years.
Agent Fuse, Agent Chase, Agent Swift, Agent Swipe, Agent Trace, Agent Alan and Agent Dmetrie.
It is very doubtful that Lego Agents will make a return, as it has already come and gone.
Yes, there was one in 2010.