You can visit his home in Oxford, MS. Any Thomas Wolfe fans out there? The last I had checked, both Faulkner's house and Wolfe's house in Asheville, NC were shut down for renovations.
I know there was a bad fire at Wolfe's place several years ago. Another good Faulkner site is the Musso and Frank Grill in Hollywood. He drank himself into a stupor there many a night when he tried the Hollywood screen-writer routine back in the 30s.