You can get Mu-Metal from:

Ad-Vance Magnetics, Inc.
625 Monroe St.
Rochester, IN 46975
(219) 223-ADMU  
(219) 223-2524 - Fax

and

Magnetic Shield Corp.
750 N. Thomas Drive
Bensenville, Illinois 60106
(630) 766-7800
(630) 766-2813 - Fax