https://www.ballisticproducts.com/SpheroTungsten/products/913/

This is just about as heavy as you can get in any metal (to say nothing of shot), without getting "serious". This stuff is NOT CHEAP at $47/lb, but if money is no object for you and you REALLY want "the good stuff", this is it.

For comparison, lead is about 11g per cubic centimeter. This stuff is almost twice as dense. However, lead shot costs about $3 a pound (and can be found cheaper than that). Problem is, the fascist sons of bachelors at the USFWS have made it illegal to use lead for hunting waterfowl, and are TRYING VERY HARD to make ALL LEAD illegal for ALL hunting. The REAL goal by the GOVERNMENT is to make hunting a "rich man's sport". The rich can afford the costs created by the BS regulations AND can buy off politicians and local law enforcement when they want to be "exempted" from the law that the Common Man has to abide by.

Paul