Any bank of some standing will hold a certain stock of foreign BILLS. However, you'll hardly ever get foreign COINS from any bank - not even the big city ones. Simply because they don't accept them any more (too much work to handle). So if you come back from a foreign country + still have coins, you either keep them for the next trip or donate them to a catholic church - they somehow handle them.
You may search online for "National Bank" and the country you wish to buy the coins from - you may write an email to them + ask if they'll sell you new, sealed coin sets+ send them to you.
As a collector, you'll want only newly printed coins (sealed in plastic) and bills - as old ones are mostly worthless (exceptions exist however - you want to get a book on this or read online forums) - then - of course, there are local happenings for "exchanges" between those collectors. You might get something there, too.
 
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