Where can I find EJB components for retail, health care, and utility solutions?

A starting point would be the Solutions Marketplace section under http://industry.java.sun.com/solutions/ . Another site is the http://www.mgm-edv.de/ejbsig/ejbcomponents.html.

Sure this is just a start and will require some research on the promised component packages. Since the rather tepid success of IBM's San Francisco, many have not ventured into productizing reusable components especially for verticals you have mentioned. Companies like BEA Systems (eBusiness Smart Components) and IBM (San Francisco) provide some foundation components to get jumpstarted. Others include TheortCenter (eBSC) and DigitalHarbor (Charisma) - unfortunately not for the verticals you have listed.