Lapis lazuli was primarily imported from what is now Badakhstan in northeastern Afghanistan, via tributary trade through the Iranian plateau and along the coast of the Indian ocean. Lazuli from Central Asian mines like Sar-i Sang made it as far west as Egypt, and the material was abundant throughout Mesopotamia by the 2nd millennium BCE. There may have been local sources that were utilized as well, especially in earlier periods, but the bulk of it seems to have been imported. For as detailed of a summary as you can get, check out "Ancient Mesopotamian Materials and Industries: The Archaeological Evidence", pg. 86 for lapis lazuli. You should be able to find it on google books.