This one
Which Dremel scroll saw model, by the way? The more recent ones use brushed DC motor that does not need a capacitor, so I'm guessing it's an older model? Anyhow, the amount of 12uF/250V capacitors available for ordering online is immense, any respectable electronics distributor (Newark, Jameco etc.) or large enough retailer such as Amazon has them. Just look for non-polar metalized polypropylene film type which is suitable for motors. You'll also have to pick the right physical size and shape - there are quite a few options there and without knowing which model saw it is I can't tell which capacitor will fit. It's likely easier to just measure the old one which I hope you didn't throw it out yet and look up the specs for proper size of the new.