Reggiethedorf may have an unusual supply problem since he lives in Singapore, but American ship modelers can find an excellent assortment of chain in the catalogs of (drum roll, please) ship model supply dealers.
Bluejacket Shipcrafters (<www.bluejacketinc.com>) offers brass chain in seven sizes: 8, 11, 14, 17, 20, 24, and 36 links to the inch. (That brass chain has links that are almost circular, but it's easy to make them ovate: grab the chain in both hands and stretch it a little.) Bluejacket also makes two sizes of stud-link chain, made up of individual links cast in britannia metal, but they're in large scales.
Model Expo (<www.modelexpo-online.com>) sells a wide variety of chain in several different metals, in the following sizes: 6.5, 7, 8.5, 9, 12, 15, 17, 18, 20, 21, 22, 27, 32, and 42 links per inch. (The last one listed is the finest chain I've encountered.)
The stuff isn't cheap, but for a warship modeler a couple of feet go a long way. Have pity on us stick-and-string types. The 1/8" = 1' scale American clipper ship I'm currently working on will eventually need thirty or forty feet of chain in various sizes. But that's a few years down the road.
Anybody checking out either of those websites would be well advised to spend a little time browsing them. Different sectors of the modeling world have a great deal to offer each other. I spent several years working in a hobby shop, and during the numerous periods when business was slow I spent quite a bit of time looking through the model railroad, RC airplane, and even butterfly collecting departments. Almost all of them had something to offer the ship modeler. (Those bug collectors use beautiful long, thin, steel pins, which come in packages of a hundred and come in handy for all sorts of things.)