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I don't know of a place where you can purchase gears for a transfer case. That doesn't mean there's not someone out there selling them.
Your best bet is probably a used transfer case. In my guess-timation you should be able to pick up a used transfer case for about $200.
What kind of transfer case do you have? NP205, NP203 or other? As long as there's lubrication both of these transfer cases are fairly stout. Gears rarely fail. A bearing is more likely.
Knocking noise while driving, hmmm, could be a number of things? Have you checked the U-joints?