Smart Pencil Designs has leather dice and dice bags
Smart Pencil Designs has some interesting-looking leather dice-holders (that also look like dice) as well as leather dice, themselves.
From them to you:
Custom leather work with a geeky twist. Smart Pencil Designs makes dice, dice boxes shaped like dice, and other awesome leather accessories. He also does other custom work and makes things for LARPing, the SCA, and for Burning Man. Check out more of his custom work on Facebook.