How many pairs of tights are you looking for?
If you are in or near Los Angeles, I recommend visiting the LA Fashion District, and in there, go to the "Children's District." There are a few blocks with mostly children's clothing, and it is not formally designated (like the flower district). You may need to ask around first to find the streets where most of the children's clothing wholesalers seem to be. Once there, ask shopkeepers of they know anyone who has infant-sized tights. Bring your walking shoes.
In my case, I go there once every six months. I sell dancewear, but have never carried tights.
When I wander around, I take notes. I jotted a phone number of one place in the LA Fashion District, that had children's tights. I can't remember whether they had infant sized, however. Also, this was from a trip around last November, so hopefully they are still there and the phone number is good.
Double Three Co.
627 Maple Avenue
Los Angeles, CA 90014
If you do trek out to the LA Fashion District, this wholesaler might be a good place to start, and then continue looking in the neighborhood. Also, be aware these wholesalers usually have minimums (bring cash - better discounts).
If you are only looking for several dozen pairs of tights, try good 'ol Amazon.com:
Here is a search for infant tights:
Amazon.com: Infants & Toddlers - Kids & Baby / tights: Apparel
These may be a little higher priced than wholesale, but a good option if you only need a relatively small quantity.
Third possibility: You might stop by Wal-Mart, KMart, or Target, and see if they have infant tights. If you are lucky, they might have what you need on sale. Again, perhaps a little more expensive than wholesale, but if you only need several dozen of simple, basic tights, these big-box retailers may be worth the trip.
Good luck, Mark.