Quadruple A batteries are the next step smaller from triple A. They are used in pen lights and laser pointers that are too small for larger double or triple A batteries. They're pretty rare, and usually need to be mail ordered. Based on a quick search, I find the price ranges from two to four American dollars.
There is a cheaper way however. Just rip apart a 9 volt battery, you'll notice it contains six cells, each one almost identical to a AAAA cell, though just a little short lengthwise. With the length the way it is, they won't make contact in a flashlight, so you simply stretch the contact spring for a snug fit. Or just add another spring yourself.
Not all 9 Volt batteries will work though, most cheap generic brands use square cells. As far as I know, the major brands, (Energizer, Duracell) all use normal shaped round cells.
Updates! Now with reader advice!
Stavr0 says re AAAA Battery: Alkaline 9V are made of 6 cylindrical cells, the old RayOVac are made of cell sandwiches.
rootbeer277 says re AAAA Battery - you can also just stuff a bit of aluminum foil in the end to make the connection, probably easier than installing a new spring.