I'm going to Whistler next week (stopping by Chicago), and was packing my bike and just realised that the axle pinch bolts and screws on my fork (Marzzochi 380) were missing. I've even done a couple rides on it like this.
How critical are they? Can I buy some in Whistler, Vancouver, or Chicago? If so, where?
you should be able to find a similar bolt at a hardware store...although that may be quite hard to find if you don't have another one to compare it to. I'd email marzocchi and ask what size they are.
you shouldnt ride the fork without them. the screw on the end of the thru axle is only really there to locate the axle. when you do it up you dont need to do it very tight. if it comes loose when riding, which is possible your axle could fall out then your wheel would probably wedge itself against the inner leg of the forks and probably send you otb.
the pinch bolts lock the axle in place with out them it could move around which would make the loosening of the thru axle screw more likely.