The Shop Rite in Hoboken always labels their fish with country of origin and whether it is farmed or ocean caught. I had always picked ocean caught because of worries about too much mercury and other chemicals, especially salmon.
Tip: If you like salmon, you'll notice the majority of salmon is farm raised which typically has much much higher mercury levels. Especially bad for pregnant women. However, there is a fish called Steelhead trout. It looks just like Salmon and tastes like salmon (actually I much prefer it). However, Steelhead is almost always wild caught (in the Columbia river in Washington and the Pacific) and it is cheaper. It tastes better too IMO.