Do you mean actual gold, or just gold coloured? Gold keycaps will be an unreal price, so don't even think about it. Nobody in their right mind would spend that amount.. Also, gold is very, very dense and they'd probably be too heavy for use.
Some brass looks almost identical to gold once polished. I'll post an example once my customer receives it (should be today).
You can also anodise aluminium to look similar to gold, but it won't be anywhere near as shiny.
