One option is to have a look at Jewellery suppliers, someone like these:
http://www.palmermetals.co.uk/shop/loose-chain.htmlUK based, but I am sure there are similar places wherever you are.
Though I am not sure how small they go down to.
Sometimes bits for jewellery making are called "findings", could use that word in your search.
Other than that you can look at scale model boats, something like these:
42 Links Per Inch Chainl0.5mm ChainBoth items are sold out in this shop, but you can search around under scale model boat supplies.
You want to be looking for high number of links per inch to give you small link size. You might get better results by searching for links per inch rather than link size.
Hope that helps.
Matt