yes they do do that. most liquor and corner stores just have the local shit, but some also do custom shit. specifically the ol english letters.
there's one near mission n geneva that does ol english letters on beanies among other shit, and they've been doing it, like one dude said, since the 90s.
Most shirtiques will make them, some "Lids" stores will make them, I dont think "The Hat Club" makes them but most other stores that make t-shirts have the machine to screen stuff onto hats and beanies and other paraphenelia