All the LBS I tried didn't want to know, I called Argos cycles and they said they would do it if I sent them the forks, also found a seller on eBay (whose name I forget) who would do it.
I imagine a decent framebuilder should be able to do it.
But with the postage costs and labour costs I didn't bother in the end, sold the forks and found some produced with a threaded steerer, which was a more cost effective solution for me.
If the fork has an Ahead type steerer then it might not even be possible to cut threads into it and still retain strength in the tubing.
If it's just extending existing threads then that should be ok.