Having been in this figure gaming lark some 40 odd years, and in those days it was almost impossible to obtain the figures you required. The only way was to produce your own masters, molds, and cast them yourself. At certain times today the same applies. Here's how to do it, or not as the case may be.
    My original effort was produced in 'Plaster of Paris'. This is not the best of mediums as the molds break down quickly and the cast figure was of poor quality. There is also the danger that if the mold wasn't dry the hot metal would make it explode!
    My discovery of silicon rubber made mold making and casting possible. The finished product produces not only flexible but can make it possible to produce in excess of 200 figures per mold. When finished with, you can cut it up and with care re-use it to pad out the latest mix. It is important that this rubber is clean.
    If you decide to have a try 10mm figures with either cavalry or infantry you will find that the legs are thin & thus will be very difficult to cast.  For this scale it would be best to make terrain, plashing, ditches, wagons, if you can find someone to sell you the wheels, etc. With a larger scale figure casting would be a lot less of a problem.
    I am sure that once you have tried this and you are in any way artistic enough to produce original figures you will find that the sky is the limit. Do remember somebody else holds the copyright to the commercial figures you can purchase and it is illegal to copy them.

1. An original from which I require 4. It is just quicker to make a mold and cast them.
2. Obtain some type of child's building bricks to make the mold in.
3. On an base approximately 15mm larger than the figure build one layer of bricks.
4. Fill this with modelling clay, leaving a hole for your original figure to fir into.
5. Build up the modelling clay to the 'high line' of the figure.
6. Build another layer of bricks.
7. Push 3 or 4 pencil holes on the modelling clay to align the two half's of the mold.
8. If there is any piece of figure protruding, e.g. an elbow, run some florist's wire from this to the outside of the building bricks to allow the escape of any trapped air. Holding the wire in place with modelling clay.
9. It is now important to use some type of release agent. I use 10% petroleum jelly to 90% white spirit. Apply two coats to everything, just to be sure you have missed nothing, not forgetting the building bricks.
10. Mix your silicone rubber, pour in and leave to harden.
11. Remove the building bricks and modelling clay. Hold the silicone rubber and modelling clay with the thumb and fore finger. Slowly peel the modelling clay so as not to disturb the figure in the mold.

    Proceed with the above steps a second time and you have made yourself a mold. It is possible to make three piece molds and, with care, I am sure a four piece would be possible.
    When casting put the mold about two thirds into a vice, tighten just enough to be held, and not fall through. Heat the metal in a thin aluminium saucepan. It helps to have bent a fine pouring spout into the lip, it is easy to do this if the saucepan is hot. 
    You will find it advisable to use graphite powder as a release agent, I am told talcum powder is just as good although I have never used it. This helps the flow of the molten metal and makes for better detail. 
    You will find that pure lead produces a poorly detailed figure, battery lead, which includes antimony produces a far superior figure. These days I use an amalgam. If you attempt your own casting I would suggest you use a commercially produced product it is easily obtainable, and not expensive. All these products give off fumes which can potentially be dangerous.
    A 1kg tin of rubber will last about 6 months, longer if kept in a fridge. In the United Kingdom a 1kg tin of  RTV 101 silicon rubber, complete with hardener, is obtainable from Alec Taranti for approximately 30 including postage, packing, and VAT, some hobby shop sell a smaller amount for about 20.