I think Whitefeather is the only company in USA currently doing the conversion in USA. It's quite expensive.
The company web site is http://whitefeatherconversions2.com/home
See this thread for discussion
http://www.expeditionportal.com/forum/threads/68976-Sprinter-4x4-in-USA-White-Feather-Conversions
Mercedes sells AWD Sprinters from the factory in many countries, including Mexico. A two speed transfer case is optional. The system depends on electronic traction aids, no mechanical lockers involved.