Oh yeah, once spec'd a custom part from Bridgeport Magnetics -- was for a medium frequency application, up to 2kHz or so. They did the design, looked reasonable (other suppliers ranged from 2-4 times larger, to no-quote!), put it in, worked fine, didn't seem to overheat or anything. 20kVA, toroidal, about 12" O.D. I think it was, $800 in small quantity. Quite reasonable.
I guess I have to laugh a bit at their sheet-wound inductors, but as they're completely without data, and intended for the audio market anyway, I suppose that doesn't matter much. (The claim "free from skin effect" is easily disproved with an impedance curve, but as they don't even have that, and their primary customers apparently don't need it, it doesn't matter much.)
Tim