Try Electronic Surplus in Cleveland -- they have a lot of high voltage caps.
http://www.electronicsurplus.com/

"Gary Schafer" wrote in message
...
I am looking for some .01 mfd and .02 mfd @ 2kv ceramic radial lead
capacitors.
Looked in digikey and mouser and didn't see them there.

Any suggestions on where to buy them?

Thanks
Gary K4FMX