Jeff's correct. You're on your own.
We (EMRA) buy insurance, but this is just to protect the club and officers (including me). We usually buy from Naughton Insurance, RI (they actually re-sell policies from Lloyds of London, Athena or General Star).
I think we pay around $4000 per weeekend on average. I doubt that they would sell to individuals.
The area of insurance is always tricky, since I have never needed to "test" my regular health care policy to see if it would cover me. I actually think it would, because I don't see car racing as an exclusion on the policy (flying is an exclusion, so when I flew more, I had an extra policy to cover me).
Occasionally, I'll see someone at one of our Time Trials have a "go off" and wreck a fairly new car. I saw a new, street A4 get totaled at Pocono last year and a new WRX-STi destroyed the year before. I'm not sure what the owner's did (just young guys in both cases)....probably, they are still paying those cars off.
One rule for me about running a car at the track.....if I can't afford to write it off, I ain't racing it.
And just speaking for myself, if I didn't have some form of health care insurance, I might limit my motorsports involvement to flagging and autocross.