I don't believe that U.S. manufacturers have loaded the .41 short rimfire since before WW2. Navy Army did import some ammunition some years back, but it is no longer offered. Your only alternative is to look on GunsAmerica.com and similar online sites or check out ammo sellers at gun shows, but you can expect prices to be high.
Dixie Gun Works offers empty .41 rimfire brass cases that use a primed .22 short case as the ignition source, but I don't have any experience with these cases. Maybe somebody else on the forum can help.
You can sometimes find it at gun shows. A couple of years ago I picked up a partial box of Navy arms labeled .41RF manufactured in Brazil at my local gun shop. Remington was doing a run occasionally in the 60s. I do not know if they still are or not.