Most of the finer places that regularly serve beef tenderloin should easily be able to make a couple of orders for you if you call ahead and ask. Of course be prepared to pay handsomely for it.
It's not at all that hard to make, even for the average home cook. Making it yourself does involve several easy, but time consuming steps that may seem daunting to the novice working with a very expensive cut of meat.
However,once you figure it out how to make it, you will want to trot this dish out for all of your special occasions.

You can even try a version using a much cheaper bacon wrapped pork tenderloin once you get the hang of it.
Here's an easy version. I personally like to add a couple slices of fois gras pate to the duxelle mixture.
http://cookingfortwo.about.com/od/beef/ ... ington.htm