I haven't gone personally, but my dad goes to City Fish for fresh oysters or chunks of sashimi grade salmon. I'm sure you can get Salmon from them. They don't have sockeye listed specifically, but I'm sure you can call and get it special ordered.
http://www.cityfish.ca/contact.htm
Another random link for other options...
http://www.avenuecalgary.com/Restaur...tores-Seafood/