As long as you're not customizing with a copyrighted logo any embroidery shop can put just about anything on a hat.  I'm not sure if Titleist does it individually, but if you're ordering in bulk you could probably get it done through Titlesit direct.

It would be nice to have some custom hats. I never thought to go to an embroidery shop.

An embroidery shop should be able to easily customize a hat.