I'm surprised I don't see people milling Sig slides for RMRs like I do other popular pistols.  Is there something with the slide internally that makes this impossible?

Found a place that can do it.  Check out Customized Creationz  The .40s allow you to mill it lower, while the 9mm slide has material removed from the underside to lighten it, meaning an RMR can't be set as low.

Looks like I may be looking for a .40 slide and 9mm conversion barrel...

I was thinking about having one of my Sig's done but the price is high. I went out and bought a S&W CORE in 40 S&W which this gun has a plate you remove to install an RMR. also bought a KKM 9MM barrel for this gun.
It is not a Sig but will have to do for now until Sig does the same..............

Good for you Bro, I like the CORE.  Now drop in the APEX trigger and sear kit and you'll like it even more!  

I had my M&P Pro slide milled for an RMR before the CORE came out.  The RMR sits lower, which is nice.  But it's not the Sig, not by a long shot - even with all my race mods.  I just can't believe it was so hard to find someone doing slide work on such a famous pistol.  Granted, SAI has a P226 that's pretty sick, but that's damn-near all I can find on Sig mods.  I haven't spoken to the guys at Customized Creationz yet, but I plan to.

Right?!?