I think it will take some luck to find/buy JUST the key cap in onesy-twosy quantities. What I would look for is a surplus/junk/broken illuminated keypad and then extract the key caps that you need. Illuminated keypads are used everywhere! Then place an LED in your choice of color/size behind the key cap.
If you don't want to mess around at the component level (resistors, diodes, etc.), then Evan Designs sells pre-wired LEDs in a variety of sizes and colors that can be powered by train AC.