I use Scottrade; the one that was considered "criminal" a few months ago for not allowing clients to trade ANVH. I think they saved people a ton of cash. So glad I traded this one like it was a scam. I can honestly say I never lost any money, and gained about 60% of what I invested with it last year...of course, I never risked more than a few hundred dollars due to the risk.
About six or so months ago they changed the rules for trading pink sheets and in this case it costs the brokerage $2500 per stock to trade it.
The ones who will not, will not buy it for their customers, but must still allow it to be sold or transferred until it no longer exists in the accounts of their customers.