Deadly Nightshade offers custom shades in round, square, and rectangular shapes with a variety of colors and patterns. They also sell ready made shades and vintage lamps.
Moon Shine Lamp & Shade offers huge selection of shapes. They also make exact replicas of the Majestic Z lamp shades. I own a pair of custom shades from Moon Shine and can vouch for their high quality. In addition to reproduction lamp shades, they also sell lacing and trim, George Nelson bubble lamps, supplies for hanging lights, and other lamp parts and accessories, like this decorative sputnik attachment.
If you're looking for supplies to repair or improve an old lamp, Moon Shine is likely to have what you need.Meteor Lights also has an equally impressive variety of shapes, patterns, and colors from which you can choose. Like Moon Shine, Meteor Lights also makes replica shades for the Majestic Z lamp. Use their handy Select-a-Shade to see how your custom lamp shade will look.