Without lye, there can be no soap. IN the United States, there are a number of resources to buy lye for soap making.
But what about outside of the USA? Shipping regulations differ all over the world, but here are some online stores that sell sodium and/or potassium hydroxide. (Note: I have not ordered from any of these companies; I buy my lye locally. So I cannot attest to the reliability or customer service of any of these vendors.

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• United Kingdom (UK)
  • The Soap Kitchen

• Canada
  • Creations from Eden
  • Soap and More (Alberta)
  • Soap and More (Alberta)
  • Saffire Blue

• Australia
  • Lehman's Soapmaking Supplies
  • The Soap Dish

If you know of another vendor that sells 100% lye, or know of a good mail order vendor, please post it in the Candle and Soap Making Forum
Some other ways to get lye for soap making:

• Get together with other soap makers in your area and "go in" on buying a bag of lye from a local chemical supply house - (or one of the online vendors above), carefully splitting it between you. Lots of soap makers buy their lye in bulk. Most large cities have a solvent or chemical company that will sell lye (Sodium Hydroxide) in 35 or 50 lb. bags. You'll pay a fraction (per pound) of what the Red Devil cost, but, you've got to be able to safely store that much lye. Remember the cautions you go through with a 12 oz. jar of lye, now imagine 35 lbs. of it!
   
  
• Buy a whole bag yourself, knowing that it needs to be stored in an airtight container, safely away from children, pets or other unknowing people.
   
  

• Check your local hardware store - Depending on the regulations where you live, some hardware stores may sell 100% sodium hydroxide as a drain cleaner.

Where ever you find your soap making lye, going with an experienced vendor selling lye specifically to the soap making trade is the safest, and believe it or not, usually the cheapest way to go.
Be sure to check out (and add your comments to) the Lye Suppliers thread on the Candle and Soap Making Forum.