It can be made, but occurs in nature and is a primary ore of mercury, refined by roasting the ore and capturing the vapors to condense the mercury (Don't try this at home, folks!).
It was mined for use as a pigment and as an ore, dating back to well before Roman times. It occurs naturally in deposits associated with mercury rich hot springs.
Serbia, Tuscany, Turkey, and Macedonia would have been the best known nearby sources, but that does not preclude others more close by. It is also found in China.
And California.
I think the richest mine was in the Coastal (small) mountains between Santa Cruz and San Jose.
There were (and still are) deposits in SLO County, also.
I know of one particular defunct mine that had on the property a bunch of old core samples -- which would tell the tale of where the best ores could possibly still be found there.
That mine had played out, but after the core sampling, was brought back into operation for a time (late 1950's to early 60's). I don't know how long it had been shut down previous (if entirely, at all) to ceasing operations in the 60's, but it was alleged to date back to the 1890's.
The EPA has been there...and made a partial mess of things. As one might imagine would be the case. Dirt nazis will be dirt nazis, and those they hire to do the work, can be the worse dirt nazis of them all. Semi-stupid, won't listen to reason. Then later, what happens? but what they were told would happen, when or if they "did it like that".