I've used these before (below link) (about 2 cubic inches and $10 for board-mount supply) if building something to control an AC powered device but, if the whole project is 5v, it is is easier and safer to use the USB supply.
Order today, ships today. IRM-05-5 – Enclosed AC DC Converters 1 Output 5V 1A 85 ~ 305 VAC, 120 ~ 430 VDC Input from MEAN WELL USA Inc.. Pricing and Availability on millions of electronic components from Digi-Key Electronics.