GlobalSpec is the best place to find what you're looking for. Click here to get started, but don't just stop with the list of companies that you see. Use the features in the Advanced Search box on the right to find power transformers by specificatiion (e.g., voltage).
GlobalSpec is one place, but not necessarily the best place, for locating power transformer manufacturers.
In this case, the nearest major manufacturers are probably ABB Inc. in St. Louis, Missouri or Howard Industries, Inc. in Laurel, Mississippi.
Transmission & Distribution World magazine (www.tdworld.com) publishes an excellent Annual Buyer's Guide for electrical equipment that includes manufacturers and suppliers, products and services, trade names, manufacturer's representatives, etc. It's one of the first places I look for this kind of equipment.
If you are interesting in buying a 2.5MVA transformer; I am sure that you could get competitive bids from most anywhere and they will deliver it to you. Hike into any electrical supply house in Little Rock and give them your specs, I bet they would beat down your door to give you a bid. Better than that make the electrical contractor do the leg work for you, just make them give you submittal sheets on the bid spec.