Like I said, I have a growing library of blackletter fonts for that very reason. You'll find a font that 80% or 90% what you want and then there will be a couple characters that don't match. So you mix and match the fonts (easier to do in Game Maker than maybe some other programs). If you can decompile the fonts, you could mix them up and recompile them in a font maker.
Also, bit torrent is your friend. You can find a lot of commercial fonts at TPB.
*gives Claimh a handkerchief*
Yes, yes. Let it all out. It's okay to shed tears of joy.