If you need a small part and you have access to the original then use some JB weld to get 'er done.
JB weld did the trick on a missing piece for my airsoft gun.
UPDATE - Make sure you check out all the awesome comments about how to go even further and reinforce the epoxy.
Step 1: Playing with Playdough
Take some kind of casting medium, I stole some playdough from my son. I think this would work even better if you used modeling clay or something made specifically for such an application. Who knows.
Step 2: Your Part
Here was the part that I wanted to copy. It is the selector switch off of an airsoft gun. I'm sure you can buy these parts but I didn't feel like paying $10 + $10 shipping on ebay for such a silly part. Luckily I had a spare part from a buddy's gun that I could use to make the copy. Notice that there are some pretty finely machined areas of this part that were essential to fitting on the gun.
This stuff isn't rocket science so I'm sure you could probably figure it out on your own. I just wanted to prove that it does in fact work. Or maybe you hadn't thought of it.
One trick I did learn was that for the really deep parts that it helped to fill them with the clay so that it would then adhere to the rest of the mold when you remove.
Also, try to make sure the top of your mold is even with the top of your piece to avoid too much excess.
Step 4: Mix it Up
Mix up your jb weld and dump it into the mold. I had the quick setting type laying around. It would probably work better to use the slow setting, just leave it in the mold longer until it is hard. The original recipe is supposed to setup harder than the kwik version.