The one I can remember by name is Anoka Auto Wrecking.
Cool thing about this location is that it has about 3 other yards nearby. Bring your tools, of course. Also, just ask if they have a Volvo in the yard. Don't bother asking about too much else. They don't seem impressed by foreign cars around those parts. The yards are huge though, so it's worth the drive. I just drive straight up Central from Minneapolis until I find Bunker Lake Blvd (think Junker Lake).

Also, if you want to stay closer to the city, drive to St. Paul. Go just north of Frogtown, right across the tracks (don't stop in Frogtown unless you can handle a rough neighborhood). There's a row of parts places there. These aren't generally U-Pull-It though. You make a request, they look for it and call you back.
-JSBB