Some yarn stores in Stockholm I know of. The list is organized by the underground line colour, originating in T-Centralen.
This is another list I've been meaning to post for a while.
Green Line
Nysta
Luntmakargatan 50, T-bana Rådmansgatan
http://www.nysta.se/
Stickbutiken
S:t Eriksgatan 78, T-bana S:t Eriksplan
http://www.stickbutiken.com/
Ljungqvist garn
Karlbergsvägen 10, T-bana Odenplan
http://www.ljungqvistgarn.se/
Red Line
Anntorps väv
Österlånggatan 11, T-bana Gamla Stan
http://www.anntorpsvav.com/
Maria's Garn
S:t Paulsgatan 20, T-bana Mariatorget
http://www.mariasgarn.se/
Sticka & Virka
Hornsgatan 178, T-bana Hornstull
http://www.sticka.nu/
Blue Line
Garnverket
Hantverkargatan 14, T-bana Rådhuset
http://www.garnverket.com/
P.S. Gamla Stan is actually connecting the Green and Red Line. You can change trains there if you need to.