I think jzak is on the right track - if you want to find expensive trees, look for top quality in the top market - Japan. Awards are good. Big names are good, too.
Sometimes the tree purchase prices are listed in Bonsai Today, but that's usually before a major restyling transformation.
I guess anything is for sale, but taking a tree that won the prime minister award out of Japan to say, Europe, would probably be fiscal suicide. That might take its value from somewhere around the equivalent of a million dollars to somewhere around $100K, assuming you even locate a buyer. Most people with that kind of money elsewhere would rather put the downpayment on a villa or Lear jet, or maybe a supercar.
In the US, assuming you got through the cyanide gas, bare rooting and 2 year quarantine, it might only be worth half that - maybe $50,000. I once saw some top quality bonsai stock in the US sell for close to $5,000. Anecdotally I have heard of trees selling for $15,000. I haven't heard of any selling for more, but maybe I am moving in the wrong circles?
Regards,
Matt