I have found a USA source for the Lava Beads. You can look at this
link for beads. They have a huge selection and photos of all the
sizes and shapes of Lava Beads. These ones are the rough lava stone
that show the gas pockets made when the gas filled the lava as it
erupted. They do not polish well but have beautiful contrast as is.
earthstone.com is based in Los Angeles I believe and they seem to
specialize in stone beads from around the world.
The basalt beads discussed earlier in this thread do take a high
polish and are easily cut. Obsidian is a volcanic glass and takes a
high polish as well.
I have seen rough lava beads at jewelery stores here in Iceland,
(home to a lot of free lava of every imaginable variety...) but the
beads are mostly imported from an Italian firm.