Possibly you are already using them but... the Obbligato Polypropylene Film in Oil caps are rated at 630V.
http://www.diyhifisupply.com/catalog/35Available at 2.0uF to 70uF.
Mundorf Silver/Oil are available at an 800V rating, but I don't know what value you need. These are of course of the high dollar spread variety. As are the M-Cap Supreme, but not as expensive.
Which oil cap are you using? What value do you need?