If you're referring to the SIG P239, I thought it had an alloy frame in all versions...
I can't think of any other current-production single-stack all-steel .40s, and, intrigued by your question, I looked at a number of websites for manufacturers who might make such a pistol and failed to turn up a single example, including Kimber, Smith & Wesson, EAA/Tanfoglio, Ruger, and CZ.
Back in the '90s, there were the Star Firestar M40 and the Astra A-70 and A-75, and the HK P7M10, I suppose, but that's pretty exotic.
Other than that, I'm drawing a blank.
Of course, there are a lot of niche 1911 makers, perhaps one of them makes a .40SW pistol?