Yeah it might be hard to find a class that teaches them..
I did Ju Jitsu for about 4/5 years and all we did was the 2 staffs, tanto and katana. I really never saw a place that taught that weapon as part of their syllabus.
I remember Panther Video had a Sai instruction but I'm not sure if they still exist. Looking on google I did find
this. Though I'm very sceptical of the majority of TMA instructional vids/dvds..
I could ask about on the MMA site that I'm a member of if you like...