Nowadays the pie has most commonly rice porridge filling with a rye crust. The other popular filling is mashed potato, but it can be also barley or buckwheat (which are rare). The crust can be also something else than rye, often wheat or rarely buckwheat.
You can buy the pies from a grocery store, but those pies are often factory made. You can get better Karelian pies if you buy them from a bakery, but then they are much more expensive.
It is also possible to make the pies yourself, really, they are not that hard to make, but surprisingly baking your own Karelian pies is not common. But if you take the time to bake the pies yourself, I can guarantee they taste better than any pie you can buy from a store or a bakery.
The first videos shows the steps _really_ quickly, but the second one has more slower and more traditional approach. In the latter video, you can also have a peek to a traditional Finnish home. :)
General info - http://en.wikipedia.org/wiki/Karelian_pasty
Recipe in English - http://en.wikibooks.org/wiki/Cookbook:Karjalanpiirakat
Traditional Speciality Guaranteed - Karjalanpiirakka