Having the need to reinvent the high-frequency 10X scope probe, I disassembled a Tektronix P6137 that was sitting around with a "broken tip" tag on it, just to see what was inside (having only a general notion of how they work, especially with regard to frequency compensation).
I remain unenlightened at this point, though maybe tracing the little compensation board* will be helpful.
As long as I had it open, though, I decided to look for a replacement for the broken tip.
And, yeah: the second search result is a replacement tip, for $35, which I guess isn't totally unreasonable.
The first search result? Same company, but it's the complete probe kit... for $9999.99? Nein. Especially when, a few results down, somebody else is offering a used probe (albeit with only a partial kit) for $100.
*This compensation board is a little circuit that flattens the frequency response, correcting for the interactions of probe, cable, and instrument. It is not a government panel that determines payments.
Update: somebody else already dissected a (less pricey) probe and put up a single-post blog documenting the innards.