There are a few boutique laptop builders out there. They offer a little more customization then the standard OEMs, but it isn't worth it. You will end up paying thousands for minor things. Sager, Clevo, Falcon Northwest, Xoticpc.
Best bet is to look at the standard OEMs, they'll have performance laptops that you can customize with screens, cpus, video cards, drives, and memory. You are pretty much stuck with their form factors though, as all of this stuff isn't that modular when you cram them under an inch thick.
Sorry to disappoint but this isn't possible. Although laptops have a number of standard components in them like processors, hard drives and memory. The important parts that would enable custom built laptops (motherboard and case) have no standard form factors (shape and size). Not only are motherboards and cases different between different manufacturers, they are also different between different ranges/lines within the same manufacturer. The nearest you can get is a barebones system from the likes of Clevo (a number of distributors add their own branding) with options for the main components. If you're really friendly with your distributor you could even get a system without hard drives and OS as I did, but I wouldn't recommend getting it without processor and graphics card.