Try looking at this one:
Blackhawk Beretta 92 / 96 3-Slot Leather Compact Slide With Mag Pouch, Black - 212294, Concealment Holsters at Sportsman's Guide

I love this Blackhawk holster for my Sigma. Good adjustible retention, molds around your hip, rides high. Perfect fit. Extremely good quality. Order the one for the Glock 23 which is the exact same size. Actually, just about any holster that fits the Glock 23 will fit the Sigma 9 or 40.