If you can't find it under that name, it's called "Retaining Compound".
<font color="red"> Retaining Compound 609 - General Purpose
A low viscosity, fast-curing adhesive used for bonding rigid metal assemblies. Ideal for gap distances up to .005", 609 fixtures in just 10 minutes and provides a shear strength of 3000psi after 24 hours. It easily joins dissimilar metals and withstands temperatures up to 250F.
Applications: Locks keys and splines - eliminates backlash in worn assemblies. Locks bushings and sleeves in housings and on shafts. Augments press fits. </font color>
Then there is the high strength stuff.
<font color="blue">Retaining Compound 660 - Repairs worn parts
A creamy, non-running gel which is applied onto cylindrical parts to fill surface imperfections and repair worn areas. It contains no metal, but once assembled hardens to a strength that often doubles that of a press fit. Use 660 to salvage worn metallic parts or to keep machinery running until new parts arrive. 660 remaining outside the joint does not dry, allowing for easy clean up. Use to 300°F.
Applications: Worn shafts and housings, bearing spinouts, keyways, and splines.
I have personally used the 609 and can vouch for it, it's also available locally. Check out http://www.loctite.com/catalog/
for more cool stuff.