The answer to finding an internship is ... you need to do your homework.
You need to decide how far you can travel and how long you can be away, if at all.
The Internet is a good place to start locating places within range. As are directories of chocolate shops and the directories of professional associations such as RCI.
Once you have the list of potential places you should do some homework on each prospect. What kinds of work do they do? What kinds of things can you learn? What sort of value can you bring?
From this work you will create a short list of companies you want to approach. You need to contact them, introduce yourself, and find out if they are even remotely interested in the idea of having interns. They may not be and you need to prepare yourself for the possibility that no one on your short list is interested in having an intern - unpaid or no.
Some of the reasons they will say no are ones that Brad brings up, but it can go either way. Right now companies are just entering the busy season. They may say they don't want to take people on because it is too much work and trouble to try to train someone at this time if year. However, others might say that having an extra hand around the kitchen at the busiest time of year is a good thing.
Keep in mind that it may have nothing to do with you personally. However, there are some things you can do:
1) If you do your homework on the company you can include in your pitch that you have some specific experience similar to work they make. Showing that you took the time to learn something about them cannot hurt.
2) Make the contact in person and bring samples of your work. They can see the level of fit and finish you are capable of.
3) Don't oversell yourself. The quickest way to be asked to leave is to say you know how to do something and you can't. They will find out immediately when you get into production.
4) Be eager, but not overeager. You have to fit into an existing production team.
5) Make yourself more hirable by getting a food safety certification that your local health department recognizes and probably requires. NYC's food handler's course is online, as is ServSafe.
Now I do have to say that the more you are willing/capable of traveling, the better your options and chances are. I have been lucky to take part in several World Pastry Forums and I can personally attest that many of the top practitioners in the world are completely open to interns and that the practice of interning is alive and well. Many top practitioners consider that part of their legacy is the people they've trained and they're not worried so much about people "stealing" or copying their techniques or recipes because they're interested in what to do next, not what they did last year.
But - some people are just not interested in bringing untrained or semi-trained people into their kitchens. It does introduce management challenges and there may be other issues to consider - such as insurance.
And some may worry that you'll take what you learned and copy them and compete with them, but that's the least common reason for not wanting interns that I have personally encountered. The most common reasons, in my experience, are ones related to management. Some people just don't like to manage people.
Whatever the response, you actually only want to work with people who want you in their kitchen in the first place.