Progressive will insure anything you own in any state (except for DC, NJ, MA, NC, and WV). They don't write insurance in MA or NJ at all, and what they'll write on in the other 3 is more limited than the other 45.
I work there (but not in Claims so if you had a bad claims experience, don't yell at me!!). Mine's insured as a self assembled thingy.
Having just done a bunch of research on all the big insurance companies (I work in Progressive's Comparison Rating Group), I can tell you that the insurance of specialty items is almost entirely an agent decision. Some agents will insure just about anything. Some won't even insure a motorcycle (many, in fact!).
Yes, this is a small and shameless plug (but I'm not in sales, so I really don't care), but give 1-800-PROGRESSIVE a call (you don't have to dial SIVE).
They should be able to set you up.
If you click on this link, select your state, and hit the orange button, you'll be taken to a comparison chart that I made. I just finished updating it w/ new information last week, although the date will read 01/19/2004. Maybe I should ask my boss if I can add a line to it under the Special Product Lines section for "Cobra Replicas" ???
http://www.progressive.com/shopinfo/bigpicture.asp