Where can I find The Walking Dead episode 1 and 2 for xbox 360?

It's only available on Xbox live.

If you have an older Xbox 360 you have to buy either an Ethernet cable for a wired Internet connection which is cheaper, or buy a wi-Fi add-on for the Xbox which is pretty spends. Then connect it to your wi-Fi network at home.

To get on Xbox live, once you have your Xbox connected to the Internet there will be a prompt come up on the home page of the console asking if you would like to upgrade to Xbox live. Choose yes and go through the set-up, it will need a credit card but you will not be charged anything unless you choose to buy a gold membership (you do not need gold to download games, just to play them online and access apps like Facebook and netflix) you will be given one free month of gold as well. Then go to account settings and turn off auto renewal so you do not get charged for gold when your trial ends.

To get the two games you need Microsoft points! The game costs $5 for each episode (400 microsoft points each/ $10 or 800 microsoft points for the two) or you can pay $25 (2000 Microsoft points) for the whole bundle which includes all 5 episodes, so when each new episode comes out you will be able to download it without having to pay again. To get Microsoft points you can buy Microsoft point cards at any retail store that come in values of 1600 points ($20) or 4000 points ($50). Or you can buy points directly on the console with your credit card, the points can be bought in increments of 400 Microsoft points at the least and 4000 at the most. After you have points go over to the games tab on the main menu, select games marketplace, then go to the new games tab, select titles A-Z (all Xbox live arcade titles in alphabetical order) go through until you find the game, select it and choose purchase.

I know for a fact that the first episode can be bought this way, since the second episode is a continuation of the first, it may not show up in the marketplace. To download it start up episode one and there should be an option to download episode 2 in the main menu.

I hope this helps!