A while ago I came up with the idea of using a microwave transformer as a high voltage, high current power supply. Even though I had no use for such a supply, I decided to design one anyway. This is a very simple design.
Note: I have not built this supply becasue I have no use for it. If you build this supply without knowledge in electronics or high voltage, you have basically signed your own death certificate. This supply can be very dangerous if not treated properly. DO NOT BUILD THIS SUPPLY UNLESS YOU KNOW EXACTLY WHAT YOU ARE DOING! I assume no responsibility for any damages or injuries caused by this supply.

Notes
1. This circuit is dangerous! Do not build it if you do not have any experience with electronics or high voltage.
2. The circuit can produce about 250-500mA at 2KV, depending on the transformer.
3. For C1, you can use the capacitor out of an old microwave.

Source: http://www.aaroncake.net/circuits/supply4.htm

1 x 0.68uF 2200V Capacitor (C1)
1 x 2KV Microwave Transformer (T1)
1 x 10 Amp 120VAC Switch (S1)
1 x 2000uf Electrolytic Capacitor (C4)
MISC: Wire, Line Cord, Output Terminals