Industrial Tool and Supply in Michigan is one such place. Many towns have them. They may need to order metric as most of us get by with inch sizes but I know they can get them.

Here in NC there is Fensel Supply. They supply Parker fittings but also have some machine tool supplies including drill bits, taps and dies, etc. They carry several brands from cheap Asian imports to The Good Stuff so you can get as fine a set as you can afford. I think Fensel covers much of the SE US but I really haven't gone looking.

Not sure of a vendor in your part of the world but I'm sure there is someone vending this kind of stuff. Look for a vendor of machine tools (Bridgeport, Jet - that sort of thing) and they're likely to be your guys.

Dan