If I remember correctly, the company that advertises on the back cover of the last dragon had such dice. I don't have the last dragon at hand... anybody...?
You can get custom numbered D6's made out of steel from Jason Huff. He does very good work and his prices are reasonable. You can find a link to his page at the Dice Maniacs' Club links page.
If you contact him, please mention that Alexander from the Dice Maniacs' Club put you in touch.
I don't know where you can get custom D4,8,10's etc. However, you can get blanks of all of these and number them yourself. Use dry transfers and a coat or two of satin varnish just over the number. It requires a steady hand, but looks professional.
I'm still waiting for a reply from Koplow (it's breakfast-time in Boston) but Chessex have given their answer. Chessex charges $1 500 for the mold so the first die of a new style would cost $1 500.40. I guess Koplow will be able to beat this price but it seems blank dice is the way for me to go.