While CNC Drilling is often used for mass production, the drill is often part of a multi-tool machine that spins and mills pieces as well. There a wide range of machines out there with manual or automatic bit switching, and either single or multi-axis capabilities.
With the proper bits and lubrication, CNC Drill machines can handle a wide range of material including wood, plastic, metal, circuit boards, etc.
Since CNC drilling can be done on a variety of machines, the file formats also vary widely. This includes:
.sldprt (Solidworks), .prt(ProE), AutoCad (.ipt and .dwg) as well as other 3d CAD System outputs.
Most companies that have at least a single CNC machine will be capable of CNC Drilling.
Online Companies:
Quickparts.com
Hatfield Metal
First Cut
Fitz Machine
Locally I found:
Brooklyn Custom
PCB Drilling: