I've got some magnetic inkjet paper, but each "sheet" is in fact a 1/16 inch-thick slab of metal-infused rubber, and therefore not really "paper" at all. Some actual magnetic paper is on offer from an outlet called IC Innovations, however, whose google-friendly "Magnetic Paper" paper looks nice and thin.
At $3 per sheet, however, it's as expensive as 500 pages of the normal stuff. Yes, a ream of this paper will cost you $1,500.
Others make similar stuff, but the one
Magnetic Paper - from Hang Ups [IC Innovations]